Not only do they hold a grudge, they try and get even.

The brown skua bird lives in Antarctica, which means it doesn’t frequently come into contact with humans. But when researchers from South Korea were stationed in the Antarctic to study the species, they found that despite having limited exposure to humans, the birds could readily determine which humans had gotten too close for comfort to their nest and eggs. And then, the skua would attack accordingly. The researchers describe this phenomena in the journal Animal Cognition.

http://www.popsci.com/antarctic-birds-remember-which-humans-have-wronged-them