Sheep have been raised in Georgia and the Southeast for centuries. Writings from the 1700s and 1800s show that lamb and wool production were important in those societies… From a national high of nearly 40 million sheep in the 1940s, there are now about 7.5 million in the United States and fewer than 10,000 in Georgia (2013).
Source:  http://www.georgiaencyclopedia.org/articles/business-economy/sheep

Long before there were sheep in Georgia, there were sheep in Mesopotamia:  

Sheep were domesticated 10,000 years ago in Central Asia, but it wasn't until 3,500 B.C. that man learned to spin wool. Sheep helped to make the spread of civilization possible. … There are many references to sheep in the Bible, especially in the Old Testament. Sheep production is man's oldest organized industry. Wool was the first commodity of sufficient value to warrant international trade.

Sheep in the New World

In the 1400's, Queen Isabella of Spain used money derived from the wool industry to finance Columbus and other conquistadors' voyages. In 1493 on his second voyage to the New World, Columbus took sheep with him as a "walking food supply." He left some sheep in Cuba and Santo Domingo.

In 1519, Cortez began his exploration of Mexico and the Western United States. He took with him sheep that were offspring of Columbus' sheep. These sheep are believed to be the descendants of what are now called "Churros." The Navajo Churro is the oldest breed of sheep in the U.S.

The Gulf Coast (or Florida) Native is another breed of sheep believed to be directly descended from sheep brought to the New World by Spanish and French explorers. Feral until the early 20th century, Gulf Coast Native sheep are known for their natural resistance to worm parasites.

A shepherd and his dog keep watch
www.bordercolliemuseum.org

Early American history

During the 16th and 17th centuries, England tried to discourage the wool industry in the American colonies. Nonetheless, colonists quickly smuggled sheep into the States and developed a wool industry. By 1664, there were 10,000 sheep in the colonies and the General Court of Massachusetts passed a law requiring youth to learn to spin and weave.

By 1698, America was exporting wool goods. England became outraged and outlawed wool trade, making it punishable by cutting off a person's right hand. The restrictions on sheep raising and wool manufacturing, along with the Stamp Act, led to the American Revolutionary War. Thus, spinning and weaving were considered patriotic acts. Even after the war, England enacted a law forbidding the export of any sheep, but wethers.


Sheep on the South Lawn of the White House, c. 1914

Presidential shepherds

George Washington raised sheep on his Mt. Vernon estate. Thomas Jefferson kept sheep at Monticello. Presidents Washington and Jefferson were both inaugurated in suits made of American wool. James Madison's inaugural jacket was woven from wool of sheep raised in his home in Virginia. President Woodrow Wilson grazed sheep on the White House lawn.
Source: http://www.sheep101.info/history.html