Technically, their flees carry the plague. Prairie dogs have no immunity to the plague and plague mortality is well over 90%. You are not going to get plague from a prairie dog, but very well may from their flees. Interestingly, the environmental pool for plague (the species that keeps it latent in nature- the actual carriers) is not known, as the mortality rate of prairie dogs is much too high to sustain the disease.
Oh wait... Nice shooting!