You can find these in the Highlands. They are extramly rare but you will always find a herd of them. Yust grab them with an Arg or a Quetz and fly them to your base. Try to avoid landing near canivores. Easy to tame and to breed
You find them (most often) up in the north biome, at the blue obelisk. As of now, they need to be born on a ceiling (One tile above where you want them), so they will not fall into the water under the map or other unaccessible places, warning, with this method they will still fall through the ceiling, but they will fall onto the foundation underneath, allowing you to claim them there. Another warning, The baby ovis needs to be claimed immediately, or else it will die of starvation, it will also have abnormally low weight, so be sure to feed it very often.