Like antelope that are really prong horns and buffalo that are really bison, the Rocky Mountain Goat is not a goat at all. Here is an explanation from Wikipedia about how they are really classified:
The mountain goat is an even-toed ungulate of the order Artiodactyla and the family Bovidae that includes antelopes, gazelles, and cattle. It belongs to the subfamily Caprinae (goat-antelopes), along with 32 other species including true goats, sheep, the chamois, and the muskox. The mountain goat is the only species in the genus Oreamnos. The name Oreamnos is derived from the Greek term oros (stem ore-) "mountain" (or, alternatively, oreas "mountain nymph") and the word amnos "lamb".Well, that clarifies things! Anyway, they are a rare sight and it is unusual that I would get such a good shot of one. Of course, since I had an effective 1900 mm lens on my camera, it helped. This specimen was standing on a rock in Glacier National Park at the end of a long uphill trail.