I am fascinated by experiments that show that cats with certain colors of fur are more timid than cats with other colors. It is hypothesized that the pigments involved in color, which are similar to hormones, are affecting the processing in their brains. Perhaps one is not causitive to the other, but are both an effect of some other differences.
But there are also some interesting behaviour traits associated with different breeds, such as the talkativeness of siamese cats. I have a mutt cat from Bulgaria who talks a lot, she seems to have learned this from lots of encouragement by me, lots of positive feedback of attention and sometimes treats. It is said that cats in the wild don't meow to each other like they do to their human friends. Yet, other cats I have don't vocalize nearly as much, although they seem to be noticing that the Bulgarian cat gets more attention, so one of the others is now talking more. But other behaviors, like willingness to be held, dont seem to change a lot, seems these traits are too well set for the cat to be willing to override..... In the end somehow these breed behavior differences are probably based in some kind of subtle brain structure difference. This is not surprising since the external features of the breeds are different, why shouldn't the internal organs, including the brain, have some structural differences too..... Of course the other fascinating thing is that the only thing transmitted from the parents to the offspring is the DNA, and somehow these behaviour tendencies, which result from brain structure differences, are encoded in the DNA.