Shed horn of a pronghorn (Antilocapra americana), Montana, USA. I found this shed horn while walking around. Pronghorns shed their horns every year. The horn is like a sheath that covers a bony core (which stays attached to the animal of course). After the keratinous sheath is shed a new horn is grown. In this sense they are different from other species with horns such as bison, goats, sheep which never shed their horns.