As a kid I trained my sister's cat. It would come running to go with me whenever I took my turbocharged BB gun out the back door. 
As I prowled around out back the cat would be right by my side. 
Whenever I aimed the BB gun, it would go on point like an English pointer, staring in the direction the gun was aimed. 
When I shot, if a sparrow or starling came fluttering down, she would be on it the second it hit the ground, and if I missed I'd get a disgusted scowl. 
She was a lousy retriever, but I guess she'd qualify as a companion cat.