Megafauna species worldwide have undergone dramatic declines since the end of the Pleistocene, twelve thousand years ago. In response, there have been numerous calls to increase conservation attention to these ecologically important species. However, introduced megafauna continue to be treated as pests. This thesis evaluates the extent of this conservation paradox in relation to changing megafauna diversity from the Pleistocene to the Anthropocene and finds that introductions have provided refuge for a substantial number threatened and endangered megafaunal species and has restored generic diversity levels per continent to levels closer to the Pleistocene than the Holocene. Furthermore, this thesis describes a previously unstudied behavior of wild burros (Equus asinus), an introduced megafauna whose pre-domestic ancestors are Critically Endangered. Wild burros dig wells to access groundwater and in doing so substantially increase water availability on several scales, create sites that are visited by numerous species and are comparable to natural water sources in terms of species richness, and provide germination nurseries for important riparian pioneer plant species. My results suggest that relaxing concepts of nativity in an age of extinction will provide new understandings of ecological function and can help focus attention on broader conservation goals.