The British army isn’t sheepish about such things.
http://www.army.mod.uk/infantry/regiments/6451.aspx
http://www.army.mod.uk/infantry/regiments/12157.aspx
Meanwhile the Welsh wore out their goat, but you can see the troops’ genuine affection for the poor old bugger which, for no reason I can think of, appears to have been trained to stick its tongue out. Maybe it means something to the Welsh.
http://www.dailymail.co.uk/news/article-1185019/Billy-goat-retires-Royal-Welsh-Regiment-mascot--military-honours.html
The Navy, however, is rather more overt about its attraction to sheep.
http://www.blackfive.net/photos/uncategorized/2007/12/01/go_navy_sheep.jpg
It should be noted that the Kiwis do not limit themselves to sheep, although the animals are fairly safe due to Kiwi ignorance of animal anatomy or, perhaps, Kiwi soldiers’ conceit about the reach of their own anatomy.
http://www.nzhistory.net.nz/files/images/donkey-mascot-2.jpg
At least the armed services sheep are rescued from the peasants, who don’t have anything or anyone else to do.
http://growabrain.typepad.com/growabrain/sheep.jpg
The Germans naturally had to go for something bigger and fiercer than everyone else’s.
http://worldwartwozone.com/photopost/data/500/medium/66427575gg9.jpg