Sheep Dog Peanut Butter Whiskey was recently released joining a suddenly crowded peanut butter flavored whiskey field. Sheep Dog is also the second sheep themed peanut butter whiskey. Skrewball Peanut Butter Whiskey has a sheep image on their bottles label. Is this a coincidence? Sheep Dog is made by Sazerac Company in Louisville Kentucky with whiskey, natural flavors, and caramel color.