The donkey. Most donkeys have a stripe of dark fur across their shoulders, and another intersecting stripe down their backs. The stripes form the shape of a cross. There are a couple of versions as to how the cross got there. One version of the story says that the donkey who carried Mary while she was pregnant with Jesus was blessed with the mark, and passed the mark to other donkey generations. Another version of the story says the donkey who carried Jesus when he entered Jerusalem the week before he died is the one blessed with the mark.