Woolly rhinoceros

The woolly rhinoceros (Coelodonta antiquitatis) is an extinct species of rhinoceros that was common throughout Europe and northern Asia during the Pleistocene epoch and survived until the end of the last glacial period. The genus name Coelodonta means "cavity tooth". The woolly rhinoceros was a member of the Pleistocene megafauna.

Woolly rhinoceros in "The Yorkshire Mammoth"
The woolly rhinoceros went extinct in England during reign of either Elizabeth I or James I at the latest.