Well, antithrombin III is produced in goats [1], although it seems generally more effiecent [2] to produce recombinant proteins in pigs as they are closer related to us. Note, that these are recombinant proteins (human proteins produced in animals) not natural animal proteins that are used in humans. Also note that it might be sufficient to produce these proteins in another biological system like insulin in bacteria (which are easier to handle, carrier lower disease risks, better to scale etc.), it really depends on the complexity of the protein.

[1] https://en.wikipedia.org/wiki/Antithrombinhttps://en.wikiped... [2] https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3925420/