Wrangel Island is an island in the Arctic Ocean, between the Chukchi Sea and East Siberian Sea.
Woolly mammoths survived there until 2500–2000 BC, the most recent survival of all known mammoth populations. Isolated from the mainland for 6000 years, about 500 to 1000 mammoths lived on the island at a time.
The Great Pyramid of Egypt was built around 2500 BC.
In fact, though cartoons and other media often associate mammoths and dinosaurs, mammoths emerged ‘only’ 5 million or so years ago, while most (non-avian) dinosaurs suddenly became extinct 66 million years ago. And even more mind-blowing: one of the last of the dinosaurs (and one of the most well-known), Tyrannosaurus rex, is closer in time to us than to Stegosaurus, which walked the Earth some 150 million years ago.