It depends on the definition of "pygmy" and if you mean goats, hippos, elephants, or humans.
If you mean humans -
"A pygmy is a member of an ethnic group whose average height is unusually short; many anthropologists define pygmy as a member of any group where adult men are on average less than 150 cm (4 feet 11 inches) tall.[1] Other anthropologists do not agree to group peoples based on stature as height is neither an accurate reflection of culture nor genetics. ... The term is best associated with peoples of Central Africa, such as the Aka, Efé and Mbuti.[3] If the term pygmy is defined as a group's men having an average height below 1.55 meters (5 feet 1 inch), then there are also pygmies in Australia, Thailand, Malaysia, the Andaman Islands,[4] Indonesia, the Philippines, Papua New Guinea, Bolivia, and Brazil,[5] including some Negritos of Southeast Asia."
https://en.wikipedia.org/wiki/Pygmy_peoples
Since it is almost 4:30am, I'm too brain dead to look up the info on the other mammals that might be classified as "pygmy".
