There are two wild species of sheep in North America, Dall and Bighorn. Hunting is usually restricted to adult males that have horns which make a full curl, i.e. 360 degrees. It takes approximately 8 years for them to mature to that point. They're rare but hunters find them every year.

I don't know much about them or how their behavior differs from domestic flocks. But in the wild they do have social structures and they butt heads to challenge each other. Like most social mammals, leaders provide direction and protection.