Recording wild mammal sounds is challenging. All that I have recorded in North America are alarm or warning sounds and are among the ones you are most likely to hear in the woods.
Recorded in North America
Beaver
Castor canadensis
The beaver's tail slap, which is made as it dives, sounds somewhat different above water than it does underwater. (These two sounds are the same tail slap recorded with a standard microphone and a hydrophone.) Beavers may use the tail slap to warn other beavers of danger, to get the attention of an intruder or to drive away a predator. It is an excellent warning sound for a semi-aquatic mammal, because it can be heard above and below the surface. The tail-slap sound has a strong bass component and probably will sound better if you have a subwoofer.
Chipmunk, Eastern
Tamias striatus
The chipmunk makes a high-pitched chitter, as it begins a dash to escape to cover. This chipmunk watched me silently for more than a minute before it gave the chitter and dashed to safety in a rock pile. A chipmunk will often gives its chuck or chip chip call for many minutes while watching an intruder from a safe place. The 'chuck' calls here were given after the chittering chipmunk reached the safety of a rock pile. The 'chip' calls were given by a different chipmunk that appeared to be aware of us.
Deer, White-tailed
Odocoileus virginianus
When surprised or disturbed a white-tailed deer may snort by forcing air out its nostrils. We happened across this deer, which looked at us for short time, snorted, and immediately turned and ran. You can hear it crashing through the brush.
Recorded in Tanzania
Common Zebra
Equus quagga
A zebra stallion makes a barking bray, which he sometimes uses to gather his harem. This was recorded near a water hole where many zebra were wading and very actively moving about. Rain was imminent.
Herd Sounds
Connochaetes taurinus
These moos and herd sounds were recorded in an area where common wildebeests (brindled gnu; Connochaetes taurinus) and common zebras (Equus quagga) were grazing. Female wildebeests and calves make lowing sounds, but I did not see the particular animals making the calls.