I lived in northern Arizona for a while, and we would routinely see them, sometimes just one, and some times just 2 or 3, but not always together. The closest we got was to a group of six, we were driving through the woods, saw them, and they were down an adjacent road about 75 yards, just sat there and looked, only ran when we turned towards them. When they ran, they ran to about 50 yards off the road and watched us drive by.
I think the strangest thing I've seen with animals of that relation was a herd of about 25 moose, the wierdest thing i've ever seen in my life in alaska. They are definitely not herding animals.