The first one have pets in The Sims: Unleashed expansion. It expand your main neighborhood and give some new community lots that sells cats and dogs in pets shop. The Sims 2 have pets in the same name and work quite similar with the first one although the pets can't be directly controlled. The Sims 3 add the ability to have pets directly when you first create sims or lets you adopt one if you want.
All of the pets expansion have one thing in common, they only came out after 2 years approximately after the base game released. There is reason why they delay the pets since from my understanding, having them have glitches on most old computer.On a side note, I think pets and seasons might be released as a gamepack this time around so they would be cost less than the sims 3 ones (although this is pure speculation don't hold your breath for it). But yes, as of now, there is no pets for our sims yet.
Edited to left out speculation part.