Have you ever wanted to reward your dog for a job well done, but you didn't have any food with you? I'm spending the week at Shedd Aquarium in Chicago, IL watching the trainers use play to pay their animals for good behavior.
A big part of Shedd's plan to use play as a reward is the building of strong relationships between trainer and animal. The trainers spend considerable time with each animal, finding out the different things that each animal really enjoys.
The video below shows Ken Ramirez, Shedd Aquarium's VP of Animal Collections and Training, with four Beluga whales. Notice that at no point in the video does he use any food with the Belugas. He doesn't even use a clicker or any kind of marker. He's just working with the animals using play and "fun stuff" the Beluga's find reinforcing. Using this type of interaction is fun for both the person and the animal, and it build a strong relationship between the two.
That's not to say he never uses food as a reinforcer, but he also spends time working with the animals without food. You can see from the video how much the Beluga's (and the people) enjoy their training regardless of whether food is present! [Double-click the video below to see it on YouTube if the right-side of the video isn't viewable.]