It was well adapted to the cold; it had thick, shaggy fur, small ears, short legs, and a massive body (all to lessen heat loss). Fossils of this early rhino have been found, in addition to well-preserved corpses, which were found in frozen gravel in Siberia. Stone Age humans hunted woolly rhinos; they drew pictures of the rhinos on cave walls 30,000 years ago, giving us even more information about these large mammals. 