Learning highly dynamic behaviors for robots has been a longstanding challenge. Traditional approaches have demonstrated robust locomotion, but the exhibited behaviors lack diversity and agility. They employ approximate models, which lead to compromises in performance. Data-driven approaches have been shown to reproduce agile behaviors of animals, but typically have not been able to learn highly dynamic behaviors. In this paper, we propose a learning-based approach to enable robots to learn highly dynamic behaviors from animal motion data. The learned controller is deployed on a quadrupedal robot and the results show that the controller is able to reproduce highly dynamic behaviors including sprinting, jumping and sharp turning. Various behaviors can be activated through human interaction using a stick with markers attached to it. Based on the motion pattern of the stick, the robot exhibits walking, running, sitting and jumping, much like the way humans interact with a pet.