Yep its a bunch of sheep that trip tropped across London Bridge yesterday, much to the amusement of several American tourists that were passing by.
Quirky, but it has it roots in hard won rights back in the 12th century. The freemen and liverymen were allowed to bring their produce to market without having to pay the onerous taxes of the day.
For the Woolmen this meant they had the right to drive their sheep to market, crossing London Bridge (the only bridge at the time) without having to pay the hefty wool taxes. Nowadays it is purely ceremonial. Every year they dress up in their robes and march a dozen (or so) sheep back and forth across the bridge. Its a fun day and a chance for the company to remind the public where meat and wool comes from whilst raising money for their charitable activities.