Great! "Canon" is overrated, "fits the theme" is much more inspiring. Tolkien, obviously, incorporated quite a few ancient beasts in story telling but his world was open, and it's boundries and content not completely listed (thank the gods). At the fringes of the known world there is certainly room for mammuths. I think there *should* be, since Middle Earth is stated to be a sort of made up, heroic, golden age pre-history of our world.