If I remember correctly, mastodon bones used to be found laying on the surface in some states.
Then there was the sailor from John Hawkins’ destroyed fleet who walked from Mexico to Newfoundland and claimed he saw live elephants in the interior of what is today the USA.
Who knows what he saw - but he certainly had no reason to lie. Although there is no mention of him walking anywhere or having his fleet destroyed in the Wiki on him. Just that he had 3 principle voyages as a slaver and was part of the fleet that destroyed the Spanish Armada.
Any elephants living in the mid-16th century could have been killed or died off long before settlers arrived.