Big Horn Sheep in the Mountains of Palm Desert Calfornia (Palms Springs Area) Bighorn Sheep (Ovis canadensis)are one of two species of mountain sheep in North America, the other species being (Ovis dalli) that includes Dall Sheep(found in Alaska and Canada) and Stone's Sheep. Of the Ovis Canadensis group there are three species ,the Rocky Mountain Bighorn Sheep, Sierra Nevada Bighorn Sheep (formerly California Bighorn) and Desert Bighorn Sheep and a less common sub species of the Desert Bighorn called Peninsular Bighorn which occur in the desert mountains of southeast California from Palm Springs south to the Mexican border. These are Penisular Bighorn Sheep.