MountainMan:

As a response to the podcast, actually, early modern humans (Homo sapiens) did overlap with wooly mammoths (and probably ate their share of them). Mammoths died out relatively recently (10-20,000 years ago). Some are occasionally found frozen in icefields.

there's a whole archaeological tourism business (well, used to be, last time i looked) in going to russia and digging up human dwellings actually made of the bones of mammoths.