As much as I would love to see dinosaurs or marine reptiles or pterosaurs or notosuchian crocodiles, they also all went extinct naturally, so I'm going to pick animals that either definitely or probably were killed off by humans. I'm also going to avoid species for which there is credible evidence in recent years and decades for their possible, although not confirmed, survival.
Pig-footed bandicoot.
The Fijian mekosuchine crocodile Volia.
Steller's sea cow.
Elephant bird (any species).
Meiolaniid turtles (New Caledonia's species).
I hate to limit it that much, but it is what it is. I could include thylacines, moas, koala lemurs, giant New Zealand geckos, adzebills, warrahs, and others, for instance.