Oh come on guys. That is obviously a Barbados Blackbelly, a type of hair-sheep. Common as dirt and worth about 100 bucks +more for some people who like their fancy horned heads. A completely domestic sheep breed known for a less gamey taste and for being a bit skittish and of course for having no or very little wool.
Definately not a blackbelly. Actually, of all the sheep breeds, Blackbellies look the most like goats to me. I do appreciate the confusion this "mystery critter" has brought to the city that never sleeps.
Just for kicks, I would say it is a Katahdin (deffinitely cross). Either way, he looks delicious!