Cows do it! Goats do it! Even lazy (water-) buffaloes do it! They give milk!
Here's a list of various animals which have been domesticated in different parts of the world in order to provide milk.
The ewe is a female sheep. Sheep are used for their milk, wool, sheepskin and meat. A little unknown fact: sheep droppings were used to make paper. The ewe's milk is used to make yogurt and cheese, the Greek Feta cheese being the best known of these.
The nanny is a female goat. Goats are used for their hair, milk, meat and skins. In ancient Greek and Roman times goat hide (skin) was used to make water and wine vessels, as well as parchment (a form of paper). In some places on this earth you can buy such things as goat butter and ice cream made from goat's milk .
The mare is a female horse three years of age or older. Mares are used as dairy animals, mostly by nomadic people. Confused? Well, nomads are people, who unlike us, don't have a fixed home in one place and usually don't live in the same place for long. Everything they own they take with them wherever they go. So it makes sense to use horses not only for transportation but also provide nourishment.
The jenny is a female donkey. Domesticated donkeys have been used for many purposes, e.g. for transportation and farm work, but also as a pet or as companions for horses, to guard sheep, and some are milked or used for their meat. A donkey will never do what he/she doesn't believe to be good for them. This gives donkeys the reputation of being stubborn. The largest population of donkeys today is in China which counts nearly 11 million donkeys.
Here's a little known fact about donkeys: did you know that you can hear a donkey's cry over 3 km (almost 2 miles)? Their trademark big ears serve a double purpose: to be able to hear the other donkeys' cries but also to cool down their blood.
The nak is a female yak. Yaks are commonly found in Tibet, South Central Asia and Mongolia. They are used for their meat and milk but also to carry heavy loads.
Fun yak trivia: You might find this a little strange but during certain times in the year the yak milk has a pinkish color and smells like beer. The cheese made from yak's milk is called "chhurpi".
Found in Asia and South America, water buffaloes are used for field and farm work and also as pack and milk animals. Water buffalo milk is used to make yogurt, curd and cheese. Their dung is used as fertilizer and fuel.
And did you know that milk from water buffaloes is used to make the original mozzarella cheese, known as mozzarella bufala (the cheese commonly found on pizza is made from cow's milk, though).
The camel cow is not a mix between a camel and a cow but simply a female camel. Their hair can be made into yarn for knitting. Camels are also used for their milk (which is more nutritious than cow's milk), meat and for transporting people and freight. They are low maintenance animals which don't mind extremely hot, dry conditions and are the best reliable form of transportation in undeveloped regions. Yogurt made from camel's milk has a slightly greenish color to it.
And last but not least, let's talk about yet another cow, the female reindeer. Folks up North use reindeer milk for nourishment. Reindeer meat is used to make yummy meatballs and sausages.
(And of course once a year on a very special night, reindeer fulfill their real raison d'etre, which is to help a certain chubby guy in a red suit and white beard deliver presents to kids all over the world...)
And can you imagine that in parts of Canada, even moose are milked (a bit unpractical for commercial use but nevertheless practiced until today). Cows do it. Goats do it. Even lazy (water-) buffaloes do it. They give milk!