The NA Grandslam is

Dall Sheep............Alaska/Yukon
Stone Sheep...........Yukon/ N. British Columbia
Rocky Mt Big Horn.....Rocky Mts. New Mexico to Alberta
Desert Big Horn.......Southwest and N. West Mexico

There is a fifth, the California Big Horn, which is recognized by some and not by others. It is a small Rocky Mountain Bighorn and lives in the Coast Mountains of B C and the US West Coast.

The Super Slam is an SCI invention to give more animals for the Record Book. It contains all of the Sheep in NA and Asia. About 25 different ones I think.