Pronghorns are in their own family, the Antilocapridae. They’re related one way or another to cows, musk-oxen, Old World antelopes, giraffes, deer, and the ovids (sheep and goats). How that relationship works, exactly, is a bit of a mystery to biologists.
For example, deer have antlers that they shed each year, while giraffes have bony, permanent horns covered in skin. Bovidae (cows and others) have permanent bony horn cores covered by sheaths. Based on horns, pronghorns don’t fit any of these families, keeping their sheaths for 2-5 years and then shedding them - - so some experts group them in a superfamily with the cows, while others put them in a supergroup with the deer (Cervidae).
If it were just the horns, the taxonomists might have reached a solution, but it turns out the pronghorn is weird in many other ways. Olaus Murie once called the pronghorn “a Giraffe-hoofed, Sheep-haired, Deer-headed, Goat-glanded Antelope.”
That description will have to do.
Pronghorns are also unique in surviving the great extinctions of the Pleistocene that knocked off most of North America’s large mammals - - giant sloths, mastodons and mammoths, dire wolves, sabre-toothed tigers, horses, camels, giant beavers, and all the rest. They are survivors, and a reminder of what North America looked like before grizzlies, bison, moose and gray wolves arrived from Eurasia.
Though once threatened with extinction, pronghorns are now common in many areas through the West. Wyoming has more pronghorns than people. They are creatures of the high prairies, not the mountains - - the floor of Jackson Hole, at about 6800 feet, is the upper limit of their range.
They are the world's second-fastest land mammal, after the cheetah.