Coyotes, cougars, bears and humans would be my guesses. My MIL had some fainting goats once and some Hispanic men came in the night, roped one, DUCT TAPED it's legs and threw it in the back seat of their car! They were caught about 2 miles away from my in-laws' house for speeding and the officer found the hog-tied goat in the back.
My MIL has since planted a TON of aspen trees so you can't see the goat pens from the road and they are now right in the backyard and through two gates...