That's a good question. They are both possible. The first is the normal way to ask the question. Note that this is a question like 'Who likes chocolate?' or 'What happened?' where you don't use the auxiliary 'do' or 'did'. You don't need it because the question word (Who/What/Which) represents the subject. You only need the auxiliary in questions where the question word represents the object or complement of the question ( as in 'Which animals do you like?') The only situation in which you would use the second example is in conversation like this: A: Do many animals live near your home? B: Yeah, lots. A: What kind? Bears? Moose? B: No, nothing like that. A: Raccoons, maybe? B: No, I've never seen a raccoon. A: Deer? B: No, there aren't any deer. A: OK, then. Which animals do live near your home? B: Hmm, not sure really. The speaker uses 'do' here to emphasis their question and to make a contrast between the animals which apparently don't live near B's home (bears, moose, raccoons, deer) and those which supposedly do.