I've seen this topic come up on multiple mailing lists recently: "I have two <insert favorite animal>. Do I need to separate them, or can I train them at the same time?" My standard answer used to be "Separate them," and I still believe that's best when shaping or when you (or your animal) really need to concentrate. But there are benefits to training in groups.
First, the animals learn from each other. From sled dogs to hunting dogs to carriage horses, trainers have paired experienced animals with inexperienced animals for centuries, letting the older, experienced animals teach lessons in a far more efficient, effective way than the humans could. Although scientists dispute that some species, such as dogs, are incapable of observational learning, anecodtes about animals learning cues and behaviors from watching their buddy's training sessions are common. One could argue whether the learning is observational or social facilitation or allelomimetic, but the bottom line is that training in groups or even just letting an untrained animal observe can speed up training.
I learned this when my curly coated retriever was young. I was having a hard time teaching him to back up. My Newf butted into the training session and responded to the cue to back up. Pax watched, offered the same thing, and hasn't had trouble with that behavior since. With my youngest dog, Aslan, I have intentionally done most of his basic training with Pax. Rather than have sessions where I work with Aslan on sit, down, stay, and come, I just paired him with Pax and cued those behaviors. Aslan copied Pax to try to get the reward... and learned the cues along the way. It was fast, effective, and fun!
Another benefit to working in groups is the spirit of competition can result in faster performances. Want to speed up your recall? Call the group and reward only the first to arrive. Want to speed up the sit? Cue the sit and reward only the first to sit. Working in groups can also help you teach a dog to respond to cues preceded by his name and only cues preceded by his name.
When you or your dog needs to focus, by all means, work without the other animals present. But if you have more than one animal, try working in groups and see what benefit you can derive!