If you think of a woolly mammoth, then you think of something that died out thousands of years ago, and pretty much close to the time of the origins of modern humans. However, if you did think that this was the case, then you are very, very wrong indeed.
Instead, while they did die out in the majority of the areas where they once thrived, there was one small island off Siberia where it is known that they were able to survive until approximately 1600BC. This is completely different to everywhere else, as it is believed that they did vanish approximately 10,000 years ago thanks to humans hunting them as well as a change in the climate.
The key thing here is that it does mean that the Pyramids in Egypt were built approximately 1,000 years before the mammoth finally did become extinct. The fact that the two of them did indeed overlap is pretty astonishing although it has to be pointed out that the Egyptians had no idea that the mammoth existed.