I can't believe these actually existed...
Caspian Tiger

Source: Wikimedia Commons
Said to be between the size of a Siberian and Bengal tiger, the Caspian tiger roamed from West Asia to Central Asia and into China. It was believed to have hunted mostly wild pigs and deer, but also horses. Ancient Romans would use them in various gladiatorial challenges.
Caspian tigers still roamed the wilds in the 20th century, but their numbers dropped significantly due to hunting. Conservation efforts by the then-Soviet Union were put in place, but were ultimately unsuccessful.
Great Auk

Source: Thomas Bewick/Wikimedia Commons
Native to Eastern Canada, Greenland, Iceland, Norway, and the British Isles, the Great Auk was the only species from the Pinguinus to survive into the 19th century. These flightless birds were a little over two and a half feet tall and looked a lot like modern penguins, although they have no relation. In fact, penguins were named after them due to sailors mistaking their similarity.
They were hunted to extinction in the mid-19th century likely due to their already reduced population after the Little Ice Age (a cooling period that lasted from the year 1300 to 1850). Thanks to their already meager numbers in this period, the overhunting of great auks for down in the mid-1600s led to an even more depleted population and, while protections were in place, the rarity of great auks only made them more desirable to poachers and hunters.
Great Auk, continued

Credit: MADe/Dutch Wikipedia; https://creativecommons.org/licenses/by/1.0/
The last colony of great auks existed in isolation from humans on Geirfuglasker (“Great Auk Rock”) in Iceland for years, but in 1830 the last 50 auks were displaced to Eldey after a volcanic eruption left Geirfuglasker uninhabitable. When they were discovered, hunters, researchers, and merchants finished the species off.
The last two birds were murdered (literally, murdered) in 1844 by merchants Jón Barndsson and Siguróur Ísleifsson who wanted the birds as specimens. They also crushed the last great auk egg that would ever be laid.