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.
Speaking of reaper, you could also try using the "people of the dawnlands" from their reaper black line. It's four to a box, 10.99 USD, which is fine for starting out a small tribe. Reaper in general is quite underrated for wargaming purposes, even if their women do leave something to be desired.
@timbus the thirteenth
the "people of the dawnlands" was one of the cavemen sets mentioned earlier by @Yronimos Whateley i beleive. along with the "black bear tribe" set.
People of the dawnlands is very australopithecine leaning, with some rather more apelike features:
while the black bear tribe is very much stereotypical neanderthal looking
also the "jade fire" line of amazonian half-orc fantasy miniatures has a stone age aesthetic and could be used for particularly powerful enemy tribes people.
as far as critters goes they have a cave bear, giant cave sloth, Phorusrhacos, Raptor Hunting Pack, 'clubtail' (ankylosaur), pygmy mammoth, and 'thunderfoot behemoth' (triceratops), carnotaurus, and a 'hornslasher' (useable as a land croc or generic 'slurposaur'), plus wolf pack, wargs, various giant bugs.. lots of useful stuff for a prehistoric fantasy setting or 'lost world' game.
though iirc the new osprey game is geared more as a pure historical, so no dinosaurs.
The Black Bear Tribe is my favorite, and the Jade Fire clan is pretty well-done as well. I think all of the Reaper prehistoric tribes should blend reasonably well with Wargames Atlantic's digital Neanderthals:
Jade Fire warriors and leaders
Wargames Atlantic Neanderthal men.
Wargames Atlantic Neanderthal women and children.
YMMV, but I consider something like this to be a fantasy setting, and would be fine mixing in the dinosaurs, and also things like Wargames Atlantic's Picts and Irish depending on what I had access to, with an emphasis on the spears and clubs over swords and shields::
The metal weapons, shields, and caps are optional... the bare feet and shaggy beards and hair help sell these guys as lost world savages, even if their woven shirts and trousers seem a bit more modern than usual for this sort of setting!
Reaper's Giant Sloth is absolutely precious, and currently around US 7.00.
And almost any fantasy monster with the word "dire" in its name works for this sort of setting. One wonderful Reaper monster that came up in a search for "dire" was this dire snapping turtle:
Another good search to try is any fantasy monster with "were" in the name - werewolves, wereboars, wererats, werebears, and the like ought to fit in well with the more fantasy side of this sort of setting - try this werebat, for example:
A search for "Giant" fantasy monsters, will probably work well, too, with Hill Giants especially tending toward a sort of brutish, prehistoric look, giant snakes, spiders, and (as someone else mentioned) insects such as beatles, hornets, centipedes, and millipedes being great for this sort of setting, and things like giant apes and giant frogs being great "prehistoric" monsters as well. Killer plants and fungi would also fit in well, with man-eating plants being a staple horror of primeval jungle adventures - I rather like Reaper's "Death Lillies" for example:
And, I wouldn't neglect Wargames Atlantic's Classic Fantasy line for more fanciful additions to a prehistoric setting, such as these guys:
Sleestaks!
Again, these are certainly more fanciful than realistic, and I'd emphasize spears and clubs over swords and shields and guns, but these guys certainly look primitive enough to serve as monsters in a more fantastic version of a "prehistoric" setting! The beast men are an unusual choice for such a setting, but could be a lot of fun... they make me think of Beowulf's Grendel, and I kind of imagine them living in remote primordial swamps since the dawn of time, emerging from time to time by night to reach out of the darkness to grab and eat unwary caveman victims who aren't huddling close enough to a campfire.....
Anyway, a historical take is fun, too, but my mind wanders to some weird mix of Robert E. Howard's Hyperborea, Edgar Rice Burroughs' Tarzan and Pallucidar stories, King Kong's Skull Island, Sir Arthur Conan Doyle's Lost World, Jules Verne's Journey to the Center of the Earth, the Jungle Jim movies, Caveman!, Clan of the Cave Bear, Quest for Fire, Valley of Gwangi, Yor: Hunter from the Future, and Land of the Lost....
I'd also add that the satyr kit is great for giving you a bit more variety in shirtless arms. I'm using them for my own shirtless barbarian projects, and there's no real fur on the arm, meaning they look fine on a human torso.
Also, I imagine a certain amount of size discrepancy is to be expected, but I wonder if you could just use toys for the mammoths/dinosaurs? Obviously they're not in the right scale, and might require some refurbishing, but I feel like if we're wargaming the neolithic period there's already going to be some issues with accuracy.
