The Chicago Tribune is citing a report that it was a massive collision with a comet that killed off the megafauna of the end of the last glacial period, 13,000 years ago. The event took place not far from Chicago.
The theory has its skeptics, including me. (I've missed 10 years of scholarly study, but why not jump into the conversation?) If I recall my Pleistocene college courses correctly, the glaciers had been surging forward and back for eons when they all receded about the same time as the supposed comet. Because of the current interglacial, the megafauna were wiped out. What exactly caused the interglacial, I'm not sure--maybe that's where the comet comes in.
My favorite Pleistocene mammal: the auroch, which persisted in Europe until the 17th century.