At least in birds.
That's what Catalan researchers (in association with British and Canadian ones) have found among passeriformes: that migratory species have systematically smaller brains than resident ones. This seems to be caused because big brains with high exploratory behavior (pretty similar to our concept of intelligence) could be even dangerous for species that change space so often.
In the words of lead researcher, Daniel Sol:
For birds that travel a lot, exploring their surroundings produces more costs than benefits since the information which is useful in one place is not necessarily so in another. It also exposes them to more dangers. For these reasons we believe that for these species, their innate behaviour can be more useful than learned behaviour.I find this association of brain size with what I'd call curiosity, intelligence, for what else is the ability to study your surroundings to exploit them optimally and maybe even creatively manipulate them, as do some birds such as crows.
More information at:
- D. Sol et al, Evolutionary Divergence in Brain Size between Migratory and Resident Birds. PLoS ONE 2010. Open access.
- Science Daily.