if you have the DNA context around your variation, you can use the NCBI BLAST SNP tool: http://www.ncbi.nlm.nih.gov/projects/SNP/snp_blastByOrg.cgi

It is very rare that you will find a polymorphic residue (particularly a SNP) that is also variant in other species. Often, a more relevant question is centered on the presence of the ancestral allele in the other organisms. And that depends on how far back in evolutionary time you look. Once two organisms split from each other on a phylogenetic tree, one could develop a SNP at a given position and the other could outright mutate that residue to something different. For example, the ancestral allele is G and organism 1 is not polymorphism here as G and A (minor allele), but organism 2 (and its lineage) are T at this position (with no minor allele). Such analysis is different when only looking at primates compared to adding dog, bovine, and other mammals to the analysis.

To find these examples, you would need to BLAST (or compare with another tool) your SNP sequences to the genome sequence of the organism(s) of interest.

If you use Pierre's example above, I suggest that you standardize the location of the SNP residue (always make it position X in your query - I like it at position 61 as this is first position of line 2 of the BLAST HSP) and make that residue ambiguous (either an N or R for A/G, for example).

According to this article:

Asthana S, Schmidt S, Sunyaev S. A limited role for balancing selection. Trends Genet. 2005 Jan;21(1):30-2. PubMed PMID: 15680511.

the probability that a SNP originally present in the common Human-Chimp ancestor has survived for 4.6 Millions of years is in the order of 2*10^-6.

Therefore, it is more likely that any polymorphism you will find will have been generated by two independent mutation events rather than being truly identical by descent (Keher-Sawatzki H, Cooper D 2007).

The article is 6 years old, but the reasoning is sound. It seems that there is no answer to your question.