Sheep

 are an animal species featured in Red Dead Redemption.

Sheep can only be found at either the MacFarlane's Ranch or in the town of Armadillo inside a pen next to the train station. They are more common in multiplayer.

In-game, will be kept outside for most of the day and they will spend most of it eating or following each other around. At around 7PM they are taken inside for the rest of the night.

Killing a sheep is not required to complete the achievement & trophy, Unnatural Selection.

Trivia

 * Killing a sheep will not give the player a bounty.