The Goat Sisters, Mary and Sally, are fought as a boss battle near the end of "The Goat Sisters" chapter. One wields a giant pair of scissors, while the other wields a pitchfork. Their weapons are quite deadly, and Jennifer must focus on fighting one sister while at the same time, avoiding the attacks of the other sister.
The more powerful black goat with the devil-horns on its head, Sally, most likely represents Diana and her malevolent nature. The white goat most likely represents Meg, and her somewhat misguided nature.
The goat sister wielding the giant pair of scissors may be an allusion to Clock Tower'sScissorman.