Woolly Mammoth

Discovered: Late 1700s (Fossil Record Traced Them Back 800,000 Years)
Location: Northern Europe & North America
The Woolly Mammoth is obviously closely related to modern-day elephants. They were very similar in most categories. The species was large, had trunks, and even tusks it would use for numerous means. The key separation is that their bodies were covered in hair. To be fair, all elephants are covered in hair. We simply cannot see it and it is much lighter. Mammoths had thick, coarse hair that even humans saw as valuable. Some early human clothing utilized this hair, in fact.
Mammoths were said to have gone extinct in the late quaternary period a little over 11,000 years ago. However, we were only judging this based on finding most fossils in Siberia and other northern territories. We did not consider islands the species could have navigated to. Thus, when fossils were discovered on St. Paul Island, we concluded Mammoths lived there up to 5,600 years ago. Meanwhile, those found on Wrangel Island trace them back as soon as 4,000 years ago.