Proteins in all species consist of the same fundamental amino acid building blocks. There are twenty main amino acids. The function of proteins is based on their structure and the amino acids that they consist of. These are integrally-related, because the structure is determined by the bonding between amino acids. DNA codes for the various proteins in all animals and plants. Proteins are very similar across species, because the function of proteins is so closely tied to their shape and amino acid ordering. If either of these properties deviate substantially, the efficiency of the protein or even its function can change.
Proteins typically change because of DNA mutations. The changes in the proteins and more fundamentally, the DNA, can either lead to increases or decreases in the survivability of a given animal. In cases where survivability increase, the mutated DNA and proteins become increasingly prevalent. The opposite is true when survivability decreases. These DNA mutations and protein changes occur within a single species as well as among all species. So, in general, proteins are not the same among all species. However, the amino acid building blocks are conserved across species and many of the changes in proteins between individuals or across species are very small because of the need to conserve function.