If you look closely at the head of the Mammoth, it appears to be wearing some sort of harness ( what appears to be a leather strap runs across the forehead, with a second one over the jawline and base of the trunk). Perhaps the Mammoth is available as a mount? Riding a mammoth would be pretty damn cool.
I'd like to actually be able to fight from horseback (er, mount...back? mammothback?) though. I got tired of having my horse in TES4 die because I dismounted to fight something while it ran off and got killed by something 3 hills over.
Or proved to be entirely ineffective in the present combat.
Or had a tendency to jump in front of my arrows.
Or jump off of cliffs.
You get my point, horses in TES4 were downright retarded (yes, even Shadowmere, though he wouldn't stay dead forever).