The pub is called the Sheeps Heid Inn because the area around Duddingston, right outside Edinburgh was known as the place to get something butchered if you needed it. "Sheep" being pretty self explanatory and "heid" being Scottish for - ready? - "head". This continues with the annoying Scottish tradition of trading normal words for "Scottish" ones, even though they're more or less the same thing. The most egregious case of this being the use of the term "auld" for "old." Hmmm. Ok, you took a word that was pretty short to begin with and then made it longer.
Thanks, Scottish people!
Although the pub bills itself as the oldest in Scotland, I think they might be fudging a bit. The history of the Inn is written on the inside of the walls of the pub. I don't remember the exact wording, but the story was that Duddingston was known for selling parts of chopped up animals and they THINK - not for sure, now - that there was a pub around then called the Sheeps Heid.
So then found the present building and, since it was so old (or "auld" as they'd say), they decided that this must have have been it.
But they can't prove it.
What they CAN prove however, is that they do have the oldest skittles alley in Scotland!
As in drinking a bucket of suds, throwing a ball down an alleyway and writing on an overhead projector!
Skittles is pretty much the same concept as good old fashioned bowl-a-rama American bowling, as you can see from the picture of the "auld" skittles alley in the back of the Sheeps Heid.
Except that nothing is automated. There's even a little wooden platform, way in the back of the alley, for the "auld" pin monkeys to stand on and stay out of the way of drunken Scotsmen hurling twenty pound round stones down the alleyway towards them.
But you'll notice no space for overhead projectors. The Scots may have invented the steam engine and built the longest railway bridge in the world (that collapsed) but they were still lacking in skittle score keeping technology.