I found this quotation in _A Yearning Toward Wildness"_ a collection of Thoreau's writings.

"I love to see the domestic animals reassert their native rights--any evidence that they have not wholly lost their original wild habits and vigor; as when my neighbor's cow breaks out of her pasture in early spring and boldly swims the river, a cold, gray tide, twenty-five or thirty rods wide, swollen by the melting snow. It is the buffalo crossing the Mississipi. This exploit confers some dignity on the herd in my eyes--already dignified. The seeds of instinct are preserved under the thick hides of cattle and horses, like seeds in the bowels of the earth, an indefinite period."