When referring to the "grand slam of sheep" it consists of the 4 varieties of North American Wild Sheep. Dall, Stone/Fannin, Bighorn(rocky mountain or California), and a Desert Bighorn(any of the several varieties). Some people break the sheep varieties even more by counting the Cali and rocky as different(which they are in my opinion), the stone and fannin as different subspecies and then the different desert sheep( at least 3 I can think of). Add the rocky mountain goat in and some call it the "high 5" of N.A.
Bryan