Achieving animal-like agility is a longstanding goal in quadrupedal robotics. While recent studies have successfully demonstrated imitation of specific behaviors, enabling robots to replicate a broader range of natural behaviors in real-world environments remains an open challenge. Here we propose an integrated controller comprising a Basic Behavior Controller (BBC) and a Task-Specific Controller (TSC) which can effectively learn diverse natural quadrupedal behaviors in an enhanced simulator and efficiently transfer them to the real world. Specifically, the BBC is trained using a novel semi-supervised generative adversarial imitation learning algorithm to extract diverse behavioral styles from raw motion capture data of real dogs, enabling smooth behavior transitions by adjusting discrete and continuous latent variable inputs. The TSC, trained via privileged learning with depth images as input, coordinates the BBC to efficiently perform various tasks. Additionally, we employ evolutionary adversarial simulator identification to optimize the simulator, aligning it closely with reality. After training, the robot exhibits diverse natural behaviors, successfully completing the quadrupedal agility challenge at an average speed of 1.1 m/s and achieving a peak speed of 3.2 m/s during hurdling. This work represents a substantial step toward animal-like agility in quadrupedal robots, opening avenues for their deployment in increasingly complex real-world environments.