No one has seen a Machu Picchu arboreal chinchilla rat (Cuscomys oblativa) alive. It was known only from Incan-era skulls and was considered extinct. This was true, at least, until just a few years ago... and only in 2014 have scientists confirmed the critter is among us.
Yes, we still find mammals. And it is really cute. I'm not showing it here, because the photo is copyrighted as far as I can tell, but check out the link, and you'll agree.