Biologically,the small "breakfast" sausages are sheep casings, the weiner/brat/banger size are pig, and the large sandwich types are beef. All sizes also come in "non biological" edible and non-edible. Non edible is a paper that must be peeled off before eating.
I know this because I used to make sausages at home. The local packing house (which also makes sausage) would order cleaned biological casings for me. NO WAY was I going to clean intestines. It involves stripping the gut, then peeling out the middle layer of the intestine. It is kinda gross............