Woolly animals are a type of mammal that have a thick coat of fur to protect them from the cold. SHEEP, rams, ewes, and llamas are all examples of woolly animals. SHEEP are a domesticated species of woolly animal with five letters in their name. Rams are male SHEEP with four letters in their name. Ewes are female SHEEP with four letters in their name. Lastly, llamas are a species of South American camelid with six letters in their name.