It was a number of years ago that Bighorn sheep were returned to the Rio Grande Gorge. They have since established themselves, and are now not at all afraid of humans. We pass them grazing the riverside grass on every Taos Box river trip that we operate (New Wave Rafting Co), and elsewhere. One location they frequent is the dirt road seen in the video included in this post, no doubt for the convenience it provides them in moving around in the gorge.
My Youtube video follows: