For many animals, letting themselves air-dry is not an option. They would become hypothermic before their wet fur dried completely. This is why dogs and many other furry mammals shake themselves dry. It’s a remarkably efficient process, too, removing the majority of water from fur in a matter of seconds.
The key is to shake at a frequency such that the centrifugal force of the shake overcomes surface tension’s ability to keep the water attached to fur. The looseness of a dog’s skin (compared to humans!) is a bonus for them; the extra translation as they shake increases the centrifugal force, allowing them to shed more water more quickly. (Image and video credit: BBC Earth; research credit: A. Dickerson et al.)