Yes.
But not in a Holywood way.
Shapeshifters (or people with the ability to at least become like an animal mentaly/physicaly) appear in most world cultures. Whether it's werewolves {again, forget about Holywood}, foxes {kitsume?}, rats{nezumi?}, donkeys{póca}, or... whatever the beserkers became, there are a lot of tales of shifting. Even if it is just mental shifting (which may involve the etherial plane, and not just "I'm a dog!" thoughts or hypnosis), it has a lot of support {which doesn't neccessarily mean it's true, but does make people view it as "let's find out more"}
Science? There is nothing in physics to discount the ability to shift physicaly. Biologicaly... okay, physical shifting is very doubtful. Not impossibly, but not practical. Chemistry? ...it would take a LOT of energy to shift, but it should be possible. DNA can be denatured easily, and you'd only have to change it a bit.
Of course, the biggest part of the "science" to shifting would be dealing with metaphysics.
For anyone interested:
"Furries" are not neccesarily "Shifters" (at least, not pysical shifters). The only real info I have on shifting is from a book by Rosalyn Greene