"Harry Potter and the Prisoner of Azkaban":
And that's how we came to write the Marauder's Map, and sign it with our nicknames. Sirius is Padfoot. Peter is Wormtail. James was Prongs." "What sort of animal --?" Harry began, but Hermione cut him off.
Exactly right, Harry asks a great question here. What sort of animal is "Prongs" a nickname for?
We know that Sirius is Padfoot (Dog), Peter is Wormtail (Rat), but what animal did James transform into?