I've made mammoth using British Jacob wool and I've made the tusks using polymer clay, which I have painted and given a distressed look. Poor Mammoth has been in a fight, as you can see by his worn tusks.
I've also made sloth. Sloth is based on a crochet sloth that I made a few years ago. Here's the original......dressed in Barbie clothes!!!
And here is the original with my needle felted sloth whilst in the process of making him....