Once you get your Natural History Museum up to level 3, Stone Age animals will be unlocked. This is all guesses for now, since no one's done that yet, but let's assume that means Woolly Mammoths and Smilodons (Saber-toothed Cats). Other totally awesome stone age animals include Indricotherium, a huge animal four times the size of an elephant; Arsinotherium, a ginormous rhino thing; and Glyptodont, a big armadillo with a mace for a tail.
I love me some megatherium - that's an elephant-sized sloth from South America - but I'm not sure it was Stone Age; I'm not totally clear on my prehistoric epochs.