Australia: Australia had several significant species of mega fauna. There was a wombat the size of a hippo. A nine foot tall kangaroo. And many others. They all died out 50,000--45,000 years ago. Human beings arrived in Australia about 50,000 years ago.
New Zealand: New Zealand had extremely large ostrich-like birds called moas as its mega fauna. If alive today, the largest moa woulds be twice the size of an African ostrich. Moas died out about 1,000 AD. Human beings arrived in New Zealand about 1,000 AD.
The Americas: Well, it has been posted above, but the mega fauna died out after the arrival of man, which is not really disputed.
Eurasia: Europe and Asia had mammoths and wooly rhinos, however, the genus homo has been living in Eurasia for 1/4 million years. The Indian elephant and rhinoceros still ives.
Africa: Africa still has most of its mega fauna. The genus homo evolved here. The case has been made, that as man evolved from skinny, hapless ape towards the world's most dangerous predator, the animals evolved along side man to build a natural fear of him. These seems to be the case with Africa/South Asia, which man has lived in far longer than anywhere else in the world. From there he spread nothward to Europe and Siberia. The mammoth and wolly rhinos home grounds (hmmm).
Since we have been homo spaiens sapiens, whenever we entered an entirely new area, the big meaty animals went extinct. I've also seen studies showing how only a moderately heavy predation of an animal species can have a sprial effect downward on that species survival, especially large animals that have few young that take years to reach adulthood. My vote still resides with (hungry) man the predator as the culprit.