Heck, if we used barbed wire, once the sheep stopped laughing, they'd go right through.  Our home little pasture is cross fenced at one point for the cattle in the winter and during calving, but the sheep can go into both cells during the summer.   Just to prove they can, even though the gates are open, they go through the wire.  Every fall I have to cut a bunch of wool off of the spot they have marked to go through.

We've never lost anything because of a stuck head (watch it happen tomorrow), but we've had to rescue a few.   It's been a few years since we've even had one.