According to my yarn shop and the yarn that I ordered for your mittens, sheep do not come in black.(That there is a fiber festival out west called Black Sheep seems to contradict this, but I have not looked into it further at this point.)
What I have observed is that what is called Ebony (color 8095) in Cascade Eco wool is more of a very dark brown. And what is called Black Welsh (an actual brand of sheep, or is it breed?) by Rowan, a very traditional British yarn company, is also a very dark brown, but with more fibery, what looks like a sheep having brushed against a bramble bush, but softer, bits in it.
Please let me know if dark brown is okay with you. No problem if it is not - I want to knit mittens for you that will work. If not, the hunt will continue for a black sheep.
Also, on the reality show about bosses impersonating workers so that they can discover how heartfelt is the life of a lowly employee, they are focusing on Arlington Racetrack tonight. Thought you might want to watch, or catch it on the Web.