I am not an expert, this is just what I've learned from experience here at Oak Hill. Your mileage may vary.
When we first moved to Oak Hill from Michigan, we had two Nubian yearling does and an older Alpine doe. The Alpine never really adapted to the heat of Oklahoma summers. If any goat was going to get sick, bloat, or have any problem, it was Chloe. I finally decided that the stress was more than I could take on a daily basis, and Chloe moved to a new home.
The Nubians, however, seemed to handle the heat well. The breed originated in Africa, where it's just as hot or hotter, so they should be adapted to warm climates. Their long ears help to keep them cool. Horns are also a cooling feature; I disbud my goat kids though, so they don't have horns.
That first summer was so hot, we could barely stand it. I'd run out in the afternoons to make sure the goats had water, and then I'd run back into the air-conditioned house. I felt so bad for the goats, and they looked so miserable. As I mentioned earlier, Chloe in particular had problems with the heat.
The goats found the coolest spots to take a siesta during the hottest part of the day: on the north side of the chicken coop or goat shed - the chicken coop had an overhanging tree so that was usually their first choice. They'd paw at the ground and make a depression to lay in. I began spraying down those areas with water during the afternoon to help the goats stay cool. They hate water and wouldn't abide being wet, but damp earth is cooler than dry dirt.
During our first years I'd close them into the goat shed at night. We have predators - coyotes and bobcats and who knows what else. It would be so hot in the evenings that I'd hate to close that west-facing door and would go outside at dawn to let them out. After a few years I left the door open at night, and the herd enjoyed sleeping in the open air. I still worried about predators, but I hoped that the farm dogs would keep the goats safe at night. This year they have the goat barn to sleep in and stay safe. I've heard many reports this year of coyotes and other wildlife coming closer to homes because of the drought and lack of natural food sources. I have a wire panel across the walk-through door of the barn, so that they have air all night long but are safely kept inside.
I have fans blowing in the barn. (One of the most common causes of barn fires is using a fan with a dirty motor, by the way. Be careful.)
This summer, my goats are spending their days in the goat pen, and their nights in the barn. There is no fence between the two, so I'm walking them through the horse pasture "free-style" by shaking a coffee can of grain so that they will follow me. That worked well for a couple of days, until they learned that their hay and grain were waiting for them in the barn at night - now they run from their gate to the barn without me! I asked hubby to take a photo of me walking them back to the barn, but this is what we ended up with:
ZOOM! They left me in their dust! Most of the older girls are already through the gate, and there were a few stragglers not in this photo, but they all got to the barn long before I did. Good thing I already had the horse pasture gate open!
All of the does currently in my herd were born here and are acclimated to the hot summers, with the exception of Faith who was born on my neighbor's farm a mile away. They seem to be taking this summer pretty much in stride - I wish I could say the same about me.
If anyone has any other suggestions on keeping goats or other animals cool, please leave a comment.