With the release of Ospreys new primitive/prehistoric rules book it seems like now is as good a time as any to discuss WGA reaching deep into the primordial presses and drop some primitives on us and maybe a mastodon or great sloth?
What do you think? 
the digital side has some Neanderthal figures ([Link 1], [link 2]), and frankly i wouldn't mind seeing those make it to plastic. especially if it was geared more as a 'RPG friendly' set with a lot of options and lower figure count, a bit like the frostgrave plastics. the Ghost archipeligo 'Tribals' are probably a good option for such gaming right now, but they're definately more neolithic than paleolithic or mesolithic, being a fantasy mashup of Native american and Polynesian elements. the Perry and Warlord Games Zulu kits and Warlord Games plastic 'woodlands tribes' for black powder would also work, but they're also a little more modern than most people would be looking for.
Ghost archipeligo tribals:
Short of WA adding something, Reaper had (has?) some fine "Bones" plastic megafauna from one of their crowdfunders several years ago that included a nicely-detailed mammoth, sloth, and a few others (I can't remember if there was a smilodon/sabre-toothed-tiger, dire wolf, cave bear, or all three), along with two tribes of cave people, and a handful of lost-world type dinosaurs and killer lizards. I think some of these may have gone "out of print" over the last couple years, but you might be lucky enough to spot some in stock with miniatures dealers or the usual auction sites for a fair price.
I can only second what @Mithril2098 said otherwise about the Digital Atalntic sets, and the Frolstgrave Archipeligo "Tribals". which I suspect are probably a bit closer to "cavemen" than the usual stereotypes might suggest, and certainly close enough for a fantasy lost continent or Hollow Earth setting..
I'll add that Digital Atlantic options also include stuff like bison, deer, african buffalo, water buffalo, and the easily overlooked option of wargs as fantasy prehistoric beasts.
