This clip from Weird Nature on the BBC has been floating around the internet.  It is extraordinary, but what it doesn’t mention is that some species of pistol shrimp live in symbiotic relationships with goby fish.  They often share a burrow, which is built and maintained by the shrimp, but guarded by the fish.  The pair leave the burrow together to look for food, the shrimp keeping in contact with the fish with its antenna.  Since the goby fish has better vision, it can spot danger, in which cases it wiggles its tail and both animals retreat to the safety of their burrow.