Several times I've woken up or entered my rooms to find vervet monkies pillaging my belongings in hotels and/or lodges in southern Africa. They also once stole my breakfast when I left the table for a minute. They can be pretty snippy too...
Was once camping in the Central Kalahari Game Reserve (okay, not a hotel room but the story is pretty cool) and woke up in the middle of the night to find two lionesses sitting about 2 metres outside my tent. I was simultaneously petrified (for obvious reasons) and amazed (that they would be willing to get so close, given the general fear most wildlife has of humans).