It is known that there are animals that acquire toxins through their diet or through their surroundings. The examples I know of include butterflies stocking up on alkaloids/glycosides while in the caterpillar stage (monarchs snacking on milkweed come to mind), fish acquiring ciguatoxin or tetrodotoxin from marine bacteria, and arrow poison frogs and pitohuis acquiring batrachotoxin and other nasties from the insects they eat. Are there any other nice examples of animals like these?
Glaucus atlanticus consumes and reuses the nematocysts of
jellyfish siphonophores. Perhaps not quite what you were looking for, as the animal doesn't simply concentrate the toxin, but actually co-opts entire stinging cells.
Further to your mention of dinoflagellate toxins being concentrated by fish, I seem to recall reading something about some toxins being modified in vivo into more toxic derivatives, but cannot find any mention of it.