The Collaborative International Dictionary of English v.0.48:

Gnu \Gnu\, n. [Hottentot gnu, or nju: cf. F. gnou.] (Zool.)
   One of two species of large South African antelopes of the
   genus Catoblephas, having a mane and bushy tail, and curved
   horns in both sexes. [Written also gnoo.]
   [1913 Webster]

   Note: The common gnu or wildebeest (Catoblephas gnu) is
         plain brown; the brindled gnu or blue wildebeest (C.
         gorgon) is larger, with transverse stripes of black on
         the neck and shoulders.
         [1913 Webster]