In my game, my PCs are always trying to tame a creature or monster with their Nature skill. Can any and all creatures/monsters be tamed and controlled/kept by using Nature or any other skill?
The verbiage for Nature reads:
Make a Nature check to teach a natural beast a simple trick (come, fetch, heel, stay, and so forth). This use of the skill is usually part of a skill challenge, which might take much longer than an encounter to complete. (RC 148)
Natural Beast is a specific monster type and only monsters with both the Natural and Beast subtypes can be trained. Do a compendium search for the full list as there are over 650 of them. A few examples from the list are cat, dog, White Wyrmling Dragon and a Giant Snail.
That said, if your players do find a natural beast to train, they must first calm it, and then training it is certainly an option, it might be difficult though.