Sheep tags are very, very hard to get even for residents. I drew a sheep tag in my native CO in 1986 and have been trying to draw another ever since I was eligible again which was 1991. CO makes you wait 5 years if you kill a ram to give others a chance, and, I've been passed over every time since 1991. So that makes 22 years and counting of not getting it. The guys that are really serious sheep hunters put in for every state, every year. This allows them to play the odds. In order to do this you would have to be able to front about $10K but would get most of it back when you don't draw.

MT does offer unlimited sheep tags in a couple of areas but I'm told the country is very rugged and the season closes when a set number of rams hit the ground. Most the time locals have been watching the sheep for months and they fill the quota in very short order. A non-resident just buying a tag and hoping for a sheep is probably going to eat that tag. If getting a sheep was really important to me (I already have one so it really isn't) I'd probably be looking at BC or AB. You can simply book a hunt and the tag would be provided by the outfitter. Such a hunt will run you at least $18K-$22K. Sheep hunts ain't cheap anywhere.