I see cattle, in a farm corral in Las Cruces, NM., that seem to have bonnets tied over their horns.?

There is a device with weights on each horn that straps together on the top of a cows head. It is used to train their horns to grow in a certain way. I've never thought of it as looking like a bonnet, but this is likely what you saw. Probably going to be rodeo stock.