The old nursery rhyme notwithstanding, it’s very difficult to find wool from naturally black sheep, on account of their rarity. Short of buying one of these ebony ewes myself, how is it possible to get my mitts on some of this unusual wool?
Check with your local county extention office.
They may be able to introduce you to a sheep rancher or better yet to a
4Her that raises sheep.
Those kids are always looking for a way to raise money to pay feed bills.
Usually off the back, I think. But they’ve got wool all over their body.
Sorry. Here’s a link to make up for that.
It’s sold during our County fair but that was in August.
Ebay only has one item:
Christopher Sheep Farm Black Birch Wool
Click on the “www” link on the bottom of this post. It will take you to my wife’s website. You can contact her for all the black wool you could possible ever want.
And whatever she tells you the sheep say about me, just remember: Sheep are damned liars! 
Well, from its master, its maid, and…
Oh. Damn.
I don’t know where you are, but if you’re ever in the UK, go to a village called Rossthwaite in the Lake District (Cumbria). There’s a tiny shop selling black wool from Herdwick sheep (it’s the only shop so you can’t miss it).
Or - this site looks promising:
http://www.winghamwoolwork.co.uk/
Or just ask the chief non-conformist in your family…
Please bear in mind that ‘black’ sheep are any sheep that aren’t white! So pale grey to jet black would all be considered ‘black sheep.’
I buy most of my fleeces for spinning at fibre trade shows (Maryland Sheep and Wool Festival every May is one of the biggest on the East Coast), but you can also google for fleece sellers.
In my experience, truly jet-black fleece comes from Lincolns, especially Lincoln lambs (dark sheep tend to get lighter as they age.) It’s a wonderful fleece to spin, as well!
If you are serious about acquiring fleece, you might get a current copy of Spin-Off magazine which has many adverts for people selling fleece and fibres throughout.