The photo, as it gets passed around via email and social media, is most often said to depict bighorn sheep on the face of a dam in Wyoming. Not true, Snopes determined. But it is a real photo! The animals are alpine ibex, wild goats of the Alps also known as steinbock. And the dam whose face the ibex are walking on is the Cingino Dam, "gravity masonry dam located 7 kilometres southwest of Antrona Schieranco, Province of Verbano-Cusio-Ossola in Piedmont, Italy."
The ibex are on the hunt for salt deposits on the face of the dam's masonry. Here are some videos of the alpine ibex in action walking on the face of the Cingino Dam:
What about ibex in their natural habitat - on mountainsides? They are pretty cool there, too: