Do you mean the Boga roar? That's what I see on that clip. Anyway, I have the Star Wars book and it says a combination of dolphin, Tasmanian Devil, dog and coyote were used for that creature. Can definitely hear the dolphin at the start of that clip ;)
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When i was a child i had a guinea pig. Every time i opened the fridge he would make this exact sound, only pitched up.
Not saying that this is how its done, but i believe it could be done by recording a guinea pig at a high khz, and pitch it down to taste.