Individual host immune responses to infectious agents drive epidemic behavior and are therefore central to understanding and controlling infectious diseases. However, important features of individual immune responses, such as the strength and longevity of immunity, can be challenging to characterize, particularly if they cannot be replicated or controlled in captive environments. Our research on bighorn sheep pneumonia elucidates how individual bighorn sheep respond to infection with pneumonia pathogens by examining the relationship between exposure history and survival in situ. Pneumonia is a poorly understood disease that has impeded the recovery of bighorn sheep (Ovis canadensis) following their widespread extirpation in the 1900s. We analyzed the effects of pneumonia-exposure history on survival of 388 radio-collared adults and 753 ewe-lamb pairs. Results from Cox proportional hazards models suggested that surviving ewes develop protective immunity after exposure, but previous exposure in ewes does not protect their lambs during pneumonia outbreaks. Paradoxically, multiple exposures of ewes to pneumonia were associated with diminished survival of their offspring during pneumonia outbreaks. Although there was support for waning and boosting immunity in ewes, models with consistent immunizing exposure were similarly supported. Translocated animals that had not previously been exposed were more likely to die of pneumonia than residents. These results suggest that pneumonia in bighorn sheep can lead to aging populations of immune adults with limited recruitment. Recovery is unlikely to be enhanced by translocating naïve healthy animals into or near populations infected with pneumonia pathogens.