Disney produced a movie 20-40 years ago about a sheep dog that was
with his master and a herd of sheep in the mountains during the
summer.  The master died and that fall the dog led the sheep to the
lower pastures.  Can you tell me the name of the movie and when it
appeared?

Sounds like a "Wonderful World of Disney" TV movie also referred to as
Disneyland at IMDB.  Made for TV movie from 1966.

Does this sound right?

This next episode is really a good one, first aired in 1966 and twice
more in the next 10 years. "101 Problems of Hercules" is a story about
a sheepherder in the western frontier days. Buckeye Jones and his 3
faithful dogs take great care of their herd, despite the fact that the
dogs are an unusual mix of herding breeds. Buckeye is put out of
action, and the dogs attempt to get the sheep home anyway. Real
exciting story. (source: amazon.com)

or..

In "The 101 Problems Of Hercules," herding sheep in the western plains
in the 1880s, Buckeye Jones and his trio of dogs make a very special
team. When Jones is injured in a skirmish with Indians, it's business
as usual for his hard-working dogs. Through dust storms, the threat of
marauding wolves, and other ordeals, Hercules, the brave lead dog, and
his canine crew must overcome a multitude of problems that will both
amuse and amaze you. (source:
http://disneyvideos.disney.go.com/moviefinder/products/0044703.html)

Available here:http://s1.amazon.com/exec/varzea/search-handle-url/ix%3Dfixed-price%26fqp%3Dkeywords%01Run%2C%20Appaloosa%2C%20Run%26nsp%3Dexternal-tag%01imdb-adbox/104-9211491-3273544