Hi, I've made a woolly mammoth before and I used a modified version of the elephant and rhino in World of Knitted Toys. Then for the tusks, I modified the rhino's tusks. Since I used wool for the yarn, I also felted it a bit, before I sewed it up, to give it that mammoth-y look.
Unfortunately, I don't have a picture of it, but I gave it to my friend and she loved it.
I hope that gives you an idea of how to start.