I didn't know it at the time, but it turns out that this goat is part of an unnatural, introduced population. The Black Hills are, depending on your point of view, either too low or too far south to have been natural goat habitat.
"No matter how big a guy might be, Nicky would take him on. You beat Nicky with fists, he comes back with a bat. You beat him with a knife, he comes back with a gun. And you beat him with a gun, you better kill him, because he’ll keep coming back and back until one of you is dead."