We describe health significance of protostrongylid parasites (Parelaphostrongylus odocoilei and Protostrongylus stilesi) and other respiratory pathogens in more than 50 naturally infected Dall's sheep (Ovis dalli dalli) from the Mackenzie Mountains, Northwest Territories (1998–2002) as well as in three Stone's sheep (O. d. stonei) experimentally infected with P. odocoilei (2000–2002). Histological lesions in the brain and distribution of P. odocoilei in the muscles of experimentally and naturally infected sheep were consistent with a previously hypothesized “central nervous system to muscle” pattern of migration for P. odocoilei. Dimensions of granulomas associated with eggs of P. odocoilei and density of protostrongylid eggs and larvae in the cranial lung correlated with intensity of larvae in feces, and all varied with season of collection. Prevalence of P. stilesi based on the presence of larvae in feces underestimated true prevalence (based on examination of lungs) in wild Dall's sheep collected in summer and fall. Similarly, counts of both types of protostrongylid larvae in feces were unreliable indicators of parasitic infection in wild Dall's sheep with concomitant bacterial pneumonia associated with Arcanobacterium pyogenes, Pasteurella sp., and Mannheimia sp. Diffuse, interstitial pneumonia due to P. odocoilei led to fatal pulmonary hemorrhage and edema after exertion in one experimentally infected Stone's sheep and one naturally infected Dall's sheep. Bacterial and verminous pneumonia associated with pathogens endemic in wild Dall's sheep in the Mackenzie Mountains caused sporadic mortalities. There was no evidence of respiratory viruses or bacterial strains associated with domestic ruminants, from which this population of wild sheep has been historically isolated.