Kat poses some interesting answers, not wrong at all but interesting references to animals. all mean the same thing, generally.
"They were all ears." means full attention, who ever it is that has become all ears has given you their full attention.
"They pricked up their ears." would mean something along the lines of 'they,' who ever they are heard something and started to pay attention. This sentence is a bit 'poetic' and would probably not be said in your standard conversation - perhaps in the south (southern America, Texas).
"They had their ears pinned back." could refer to another form of attention, like when a speaker says something amazing or astounding the listeners the become "all ears" and in that sense they could have "their ears pinned back." Or this could be a reference to a violent act like a fight where someone was 'taught a lesson' (scolded or even chided like with an adult to a child) or it could mean that someone literally had their ears pined back as in cosmetic surgery.
In this situation i would say they are all ears.