Small ncRNAs have tendency to be relatively conserved in sequence among organisms of the same groups, lets say mammals. However, you can always find small ncRNAs that are specific from sub-grups, for instance primates. Check this website, that pinpoint miRNA orthologs for several organisms:
http://cegg.unige.ch/mirortho
In the case of long ncRNAs (lncRNAs), the scenario cannot be consider so optimistic. There are huge amounts of specific lncRNAs that you can find in humans and not in mouse. In the opposite direction, some lncRNAs present in mouse cannot be found in humans (just by sequence conservation), and you would need to do functional assays to demonstrate their existence.
There is a very cool case to illustrate how careful you must be in the case of lncRNAs. There is a lncRNA called "Braveheart" which was initially characterized in mouse as a regulator for the proper recruitment of cardiomyocyte precursors and formation of a functional heart. This lncRNA is absent in humans, and we have other ways to do the same things with different lncRNAs.