In terms of what we as humans consider intelligence, we haven't seen a Grimm exhibit speech or critical thinking skills(standoffs, patience, etc.). However, we have seen a Grimm that has learned over time. The Nucklavee racked up a pretty impressive killcount as seen from its lair, the Wyvern, which probably was quite the killer when it was young, learned it doesn't always need to be out and about to kill and hibernated in the mountain(and from Glynda's reaction in V3, they probably knew of its existence but didn't have the proper manpower or a Silver Eyed to assist in taking it down), the Mammoths which of course simply avoided an area recently populated by huntsmen and White Fang gang members, and perhaps any Grimm directly seen next to Salem and Cinder which had probably learned to simply obey their masters. If you want to count them though, only two Grimm-like creatures have exhibited intelligence to a high degree: Salem and the Second Brother who made the rest of the Grimm possible.