A horned kangaroo is presumably a mutated version of the kangaroo, an Australian marsupial. It is not certain how they ended up in North America, though it is possible that they have escaped from a zoo.
Kangaroos are large marsupials, and have large, powerful hind legs, large feet designed for leaping, and long muscular tail for balance; as well as a distinctly small head. The kangaroos found in the wasteland are mutated, and have developed horns. The status of kangaroos in the wasteland is unknown.