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Also trappers on the Appalachian frontier would find the occasional mammoth vertebrae to use as camp stools. Apparently the stories impressed Thomas Jefferson enough (Plus he unearthed a mammoth skeleton on his property!) to tell Lewis & Clark to be on the look out for some.
There a small bit of 'eye witness hearsay' that the Giant Ground Sloth was around in Patagonia at the time of the Spanish conquest.
However as far as I know as with the mammoth there hasn't been a single specimen found yet that puts it in that time frame.
Also on Kamchatka Peninsula there have been reports (1920's was the last serious one!) of a 'Giant Bear' speculated to be a remnant Ice Age Cave Bear population. One hunter even shot one but left the carcass out on the tundra. (These bears are like the size of a large horse at the shoulder !)
The environments that these 'sightings' occur do correlate with what we think we know about the environments when these animals were common. These stories are fun to talk about, but until their is a specimen , its simply camp fire stories.