I saw one of these some years back here in Coconino County, near Williams. Those are escapees from an abandoned farm that then bred.
http://www.azdailysun.com/news/state-and-regional/article_c66b16f6-5a51-576f-ace2-74e7201dc75f.html
Can you shoot them if you see them?--1Longbow
Don't know if you can or can't but knowing AZ they will find a way to make you buy a prefferance point and subject you to the draw :D