Thanks for pointing this out. While Google and Wikipedia confidently redirect me to the Monty Hall article, which does mention a goat at some point, the common name for it in English is "Monty Hall Problem".
In other languages it's a three-door-problem or the goat problem, but given that it's such a good example for so many things in psychology and maths, I should be using the most common name in each language.
... It became famous as a question from a reader's letter quoted in Marilyn vos Savant's "Ask Marilyn" column in Parade magazine in 1990 (vos Savant 1990a):
Suppose you're on a game show, and you're given the choice of three doors: Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say No. 3, which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?