Lupin burst out laughing. "Sometimes you remind me a lot of James. He called it my 'furry little problem’ in company. Many people were under the impression that I owned a badly behaved rabbit." (HBP16)
Rabbits are small furry mammals with large ears, often kept as pets.
In Harry's second year, he attempted to turn a pair of white rabbits into slippers during transfiguration (CS16).
A fat white rabbit in the Magical Menagerie transformed itself into a top hat and back again (reminiscent of the Muggle conjuring trick in which the performer pulls a rabbit out of a top hat). It is unclear if this is a magical creature or if it had simply been enchanted to perform this bit of Transfiguration (PA4).
Lavender Brown had a young pet rabbit at home, named Binky, which was killed by a fox during her third year (PA8).
Tom Riddle was suspected of being involved in the death of Billy Stubbs' rabbit, which was found hanging from the rafters (HBP13).
Babbity Rabbity and her Cackling Stump is a story by Beedle the Bard about a witch who can transform into a rabbit (TBB/BR).
The famous French sorceress Lisette de Lapin was suspected of being able to transform into a rabbit and used her skill to escape from prison after being convicted of witchcraft in Paris in 1492 (TBB/BR).
Nymphadora Tonks' original patronus took the form of a jack rabbit, later changing to a wolf when she falls in love with Remus Lupin (PM).
When Lavender Brown is upset because Binky died, and claims that Professor Trelawney predicted it, while Hermione refutes the claim, this is the first real sign of animosity between the two, and may possibly be a foreshadowing of the future.