Preserved frozen remains of woolly mammoths have been found in the northern parts of Siberia. However, the popular notion that these bodies were 'flash frozen' and perfectly preserved is a myth propogated by pseudoscientists such as Immanuel Velikovsky. Preservation is a rare occurrence, essentially requiring the animal to have been buried rapidly in liquid or semi-solids such as silt, mud and icy water which then froze.
This may have occurred in a number of ways. Mammoths may have been trapped in bogs or quicksands and either died of starvation or exposure, or drowning if they sank under the surface. They may have fallen through frozen ice into small ponds or potholes, entombing them. Many are certainly known to have been killed in rivers, perhaps through being swept away by river floods; in one location, by the Berelekh River in Yakutia in Siberia, more than 9,000 bones from at least 156 individual mammoths have been found in a single spot, apparently having been swept there by the current.
To date, thirty-nine preserved bodies have been found, but only four of them are complete. In most cases the flesh shows signs of decay before its freezing and later desiccation. Stories abound about frozen mammoth corpses that were still edible once defrosted, but the original sources (e.g. William R. Farrand's article in Science 133 [March 17, 1961]:729-735)
indicate that the corpses were in fact terribly decayed, and the stench so unbearable that only the dogs accompanying the finders showed any interest in the flesh.
http://en.wikipedia.org/wiki/Mammoth