Sheik, is the cow that Joe Cobb rides in Derby Day. Shiek seems to not like Joe, as she pushes Joe away from her as he's getting her ready for the race. After Farina pours alcohol in a bucket, Sheik is seen drinking some of it. While Sheik gets off to the fastest start, with a title card proclaiming "The Sheik had the early speed," the alcohol soon takes effect and makes her drunk. During the race, Shiek stops running and ignores Joe's pleas to get back up. Joe, like the other participants riding animals, is forced to run the rest of the race.
The cow is referred to as "Sheik" and "The Sheik" in intertitle cards, but one of the betting stands indicates her name is Mary.