I did some research and it didn't state whether or not there were animals that lived or live near Stonehenge and if you know any animals that live near Stonehenge, please list it.
Stonehenge is actually not as impressive as photos of it makes it out to be, and the way that it is positioned incredibly closely to two major roads doesn't help. Certainly if you are after modern day animals, then British farm animals such as cows and sheep would be your first choice. If you are thinking back into history when it was first built, you can probably choose any number of animals, including both domesticated animals and wilder animals such as wolves, deer and bears.
I visited Stonehenge last year. There are a lot of sheep, mostly, as well as birds. Sonehenge is in the middle of farmland, but also close to the intersection of two major roadways. Right now, it's pretty much typical farm animals.
Are you looking for present day, during antiquity, or both? Present day, Stonehenge is is the middle of a rural farm area, and you would find typical British isle farm species in the area - domesticated sheep, cattle, horses, pigs, and dogs. (You can see the area and do a virtual drive-by on google maps.)
Discovery News reported a couple of years ago that a large number of cattle and pig bones from about 4500 years ago were found at the site; the interpretation was that they were the remains of one of more large ceremonial feasts. I also found an archaeological survey done in the area that has a comprehensive list of all the bones found during a road improvement study; it looks like the animal population there during the Iron Age (800 BC - 1 BC), which is when most of the bones date from, is quite similar to what still exists in the area today. Here is the URL for the study - it's actually pretty interesting: