I don't know what you'd consider odd behaviour, but I have a nice little story!
Once I was birding at the Strabrechtsche Heide (a Dutch nature reserve), which is a rather diverse place with several forest types, heath and some marshland surrounding several meres*. A friend and I were standing next to a very small mere when we heard a Water Rail calling. Water Rails are generally quite elusive, but as the mere was very small there were few placed to hide, so we thought we might be lucky this time. After searching for half an hour we were unable to find it, even though we had carefully inspected every part of the mere and every stand of reeds. Desperate, we were discussing where the bird could potentially hide, when a Eurasian Jay swooped over the water. While flying, the jay made a perfect imitation of a Water Rail's call, and we had our answer! I know Eurasian Jays are well-known for imitating various birds, but the fact that this one was imitating a Water Rail while hiding in rail habitat made us almost think he did it on purpose!
* I hope I'm using that word correctly. I'm talking about small and very shallow "lakes".