My German Shepherd knows the names of about 10 different toys. I can tell him "go get the cactus/pineapple/red bone/donut/basketball/blue ball (his favorite)/etc." and he'll even drop what's in his mouth to get the right toy.
I can ask him: "Where is [person]/[toy]?" and he'll run all over the house, upstairs and downstairs, to find them. He loves hide and seek.
People underestimate the intelligence of dogs and animals in general.
Edit: Here's a writeup on animal intelligence, cognition, and culture. (I have ads turned off and do not benefit in any way from my blog.)
Edit 2: My current dog hasn't mastered the open-ended question yet, but my previous GSD understood the question "What do you want?" I train them by asking it, and then presenting them with options I name (e.g., to play, go out, a walk, treat, water, etc.).
Sometimes I'd ask, and my dog would lead me to an empty water bowl. Sometimes he would go grab a toy. Other times he was bored and indecisive, and would test things like going up to his treats. Sometimes I would say "No.. you don't need them..." And he'd do a little amused wag before leading me to something else. I really miss him..
But it would blow people's minds to see that he was capable of comprehending that question and understood so many options. Dogs are smart as hell and we literally coevolved with them and domesticated them from wolves. They understand human body language far better than any other species, including great apes. Dogs are incredible.