Pronghorn have been around for a long time, and they probably evolved to be so fast to get away from predators that are now extinct--like the American cheetah. They are well-adapted to eat sagebrush and can digest it better than other ungulates.
Although pronghorn are really fast, they aren't good jumpers. When they come to a fence, they often go under it. It's a bit strange to watch a pronghorn crawl under a fence. You can learn lots more about this cool animal at Wikipedia.