Bighorn sheep are usually found primarily in rocky high elevation areas. However the park has a low elevation lake with high salt and mineral content that attracts sheep making them much easier to view.
Camping in Rocky Mountain National Park's backcountry is one of the park's true delights. This is one park that has backpacking trails to fit all skill and fitness levels. They even have one spot that is wheel-chair accessible. Many of the trails are quite short which is unusual compared to backcountry camping in most other US National Parks. For that reason, the park limits the number of nights you can spend in camping in theirs. Between June and September, you can only spend 7 nights in the backcountry. The rest of the year is limited to 14 with an overall maximum of 21 nights.
Though backcountry camping is free, during peak months there is a $20 administrative fee regardless of how many nights. This fee is charged when you pick up the permit, not when reserving it. You can reserve by mail or phone beginning March 1st for that calendar year. Walk-in permits are available year-round.
When you get to the park, stop by a backcountry ranger station right away and ask for a free backcountry planner which has a sketch map detailing the various campgrounds. These are very helpful as are rangers in guiding you to good choices.
In camp, store food so bears cannot get to it, cook with a backpacking stove as fires are not permitted. Treat drinking water no matter how pure it looks and tastes as giardia can be present. Boiling is safe but must be done for 5 minutes and at high elevation you use more fuel for such purposes. Chemical and filters are your other choices. Both have their merits. I prefer a filter despite the extra weight. There's not like drinking cold mountain water when you want and need it. Chemical treatment takes time and can impart unpleasant flavors.
Most of the national parks offer a campfire presentation by a ranger or other knowledgeable authority, especially in the warmer months. At Rocky, the best venue for these programs (possibly in the entire park system) is the amphitheater at Timbercreek campground. Programs generally begin here in the early to mid-evening.
Everyone who leaves their car at the Alpine Visitor Center (near the very top of Trail Ridge Road) will note a stream of other visitors climbing a local hillside. Though it is true that bighorn and even elk are sometimes spotted here, the throng is generally present due to curiosity, wondering what is the great attraction at the top of the hill. Though it is only a short way to the summit, those not acclimated to the altitude will huff and puff on the way to a marker citing the 12,005-foot elevation, "higher" (so saith the sign) "than Oregon's famed Mt Hood."
The park is home to large herds of Elk. During the summer they congregate in the high elevations to feed on the tundra. During the rest of the year they are found at lower elevations.
Marmots are seen in rocky high elevation areas. Many of them have become acclimitized to tourist and will pan for cameras.
If your lucky you might get a chance to sight one of the parks Moose population. Moose are much more reclusive and solitary than Elk and sighting one therefore is more rare.