I should obviously have been watching the Antiques Roadshow last night, as one of the things on it was a letter from Nelson about a sheep! Said sheep was given to the captain of Leviathan, survived Trafalgar on board, and seems to have been honourably retired home afterwards!
You can see the letter and hear all about it at
http://www.bbc.co.uk/programmes/p033hvc1 (possibly depending on where you are...)