The TV show Mythbusters proved that it true. They were in South Africa to do something for Shark Week, but because of the weather, that was delayed a few days, so they went to a game preserve and took a piece of dried dung, hollowed it out and put a mouse inside of it. Once an elephant would appear nearby, they'd pull fishing line to release the mouse - the elephants would have this shocked expression and change their direction to avoid the mouse.