"Pavlov's Cockroach: Classical Conditioning of Salivation in an Insect," sounds like a great paper and seriously...salivation in the cockroach! that's great stuff ;)
But this is certainly not the first time classical conditioning has been demonstrated in other animals. Heck, Eric Kandel (among others) won the Nobel prize for his work on classical conditioning and learning in Aplysia (sea slugs). If you're really excited about the salivation component of Classical Conditioning here's a little summary from Medical News Today :)

A new study, led by Makoto Mizunami and colleagues at Tohoku University in Japan, demonstrates classical conditioning of salivation in cockroaches, for the first time in species other than dogs and humans, and its underlying neural mechanisms remain elusive because of the complexity of the mammalian brain. This study demonstrates, for the first time, classical conditioning of salivation in species other than dogs and humans, thereby providing the first evidence of sophisticated neural control of autonomic function in insects. The results provide a useful model system for studying cellular basis of conditioning of salivation in the simpler nervous system of insects.

And luckily... this paper was published in PLoS ONE so it's free to all!
Watanabe H, Mizunami M (2007)
Pavlov's Cockroach: Classical Conditioning of Salivation in an Insect
PLoS ONE 2(6): e529. doi:10.1371/journal.pone.0000529

And finally... the moral of the story.... with this new information I now know I can train Cockroaches to play ping pong like these cats!