The Bharal or Himalayan Blue Sheep, Pseudois nayaur, is a caprid found in the high Himalayas of Nepal, Tibet, China, Kashmir, Pakistan, Bhutan and the Republic of India.
The Bharal has horns that grow upwards, curve out and then towards the back, somewhat like an upside down mustache.
The Bharal was also the focus of George Schaller's and Peter Matthiessen's expedition to Nepal in 1973. Their personal experiences are well documented by Matthiessen in his book, The Snow Leopard.
The Dwarf Blue Sheep is sometimes considered to be a subspecies of the Bharal.
Source: en.wikipedia.org/wiki/Bharal - 29.04.2010
It seems that the Blue Sheeps assumed the colour of their rocky, meager environment.