The timing and causes of extinctions of West Indian land mammals during three time intervals covering the last 20000 years (late Pleistocene and early Holocene, Amerindian, and post‐Columbian) are discussed in detail. Late Pleistocene extinctions are attributed to climatic change and the post‐glacial rise in sea level, whereas most late Holocene extinctions are probably human caused, resulting from predation, habitat destruction and introduction of exotic species. Extinctions have dramatically altered the composition of the non‐volant mammal fauna, but have had a lesser impact on bats. Of the 76 recognized species of living and extinct non‐volant mammals in the West Indies, 67 species (88%) have gone extinct since the late Pleistocene, whereas only eight of the 59 species of bats (14%) have disappeared during this same time interval. A larger percentage of Antillean bat species (24%) have suffered localized extinction on certain islands, particularly obligate cave‐dwelling forms. These local extinctions occurred primarily on small islands, and probably resulted from changes in cave microclimates and flooding of low‐lying caves by rising sea levels.The majority of West Indian bats and all of the edentates, primates and rodents are Neotropical in origin. The South American fossil record indicates that most West Indian terrestrial mammals did not evolve until the early Miocene or thereafter. The Caribbean islands had assumed essentially their modern position and configuration by the Miocene, thus leaving overwater dispersal as the primary mechanism by which these endemic South American mammal groups reached the islands. The primitive insectivores,SolenodonandNesophontes, are derived from Early Tertiary forms in North America that may have reached the islands through vicariance by way of a proto‐Antillean archipelago. Many of the bats are either conspecific or congeneric with mainland taxa, suggesting that most species reached the islands by overwater dispersal during the Late Cenozoic, primarily from Central and South America.Two hypothetical immigration rates are calculated for West Indian land mammals, one assuming the earliest colonization in the late Eocene and the other based on an early Miocene origin. The known Late Quaternary and living Antillean land mammal fauna was derived from approximately 50 separate colonization events (13 for non‐volant mammals and 37 for bats) giving immigration rates of one species per 800000 years since the late Eocene, or one species per 400000 years since the early Miocene. Immigration rates for bats are approximately three times greater than those for non‐volant mammals throughout the Tertiary and eight times greater in the Pleistocene, presumably reflecting their greater dispersal abilities. These immigration rates should be considered rough values, owing to deficiencies in the fossil record, especially the absence of pre‐Pleistocene fossils. Extinction rates calculated for the last 20 000 years demonstrate that an average of one species of mammal went extinct every 267 years during that time period. Since the arrival of man in the West Indies some 4500 years ago, 37 species of non‐volant mammals have disappeared giving the rapid extinction rate of one species every 122 years. Island area‐species diversity curves are plotted for both the current and late Pleistocene mammal faunas. All Caribbean islands with a reasonably complete fossil record have more species in the late Pleistocene and Holocene than in the living fauna. The living non‐volant mammals of the West Indies do not constitute a natural fauna, but are an impoverished subset of species that managed to escape the extinctions that decimated the remainder of the fauna. Historical or theoretical biogeographic analyses of Antillean mammals that fail to incorporate extinct forms will be unlikely to elici