Mammalian body mass strongly correlates with life history and population properties at the scale of mouse to elephant. Large body size is thus often associated with elevated extinction risk. I examined the North American fossil record (28–1 million years ago) of 276 terrestrial genera to uncover the relationship between body size and extinction probability above the species level. Phylogenetic comparative analysis revealed no correlation between sampling-adjusted durations and body masses ranging 7 orders of magnitude, an observation that was corroborated by survival analysis. Most of the ecological and temporal groups within the data set showed the same lack of relationship. Size-biased generic extinctions do not constitute a general feature of the Holarctic mammalian faunas in the Neogene. Rather, accelerated loss of large mammals occurred during intervals that experienced combinations of regional aridification and increased biomic heterogeneity within continents. The latter phenomenon is consistent with the macroecological prediction that large geographic ranges are critical to the survival of large mammals in evolutionary time. The frequent lack of size selectivity in generic extinctions can be reconciled with size-biased species loss if extinctions of large and small mammals at the species level are often driven by ecological perturbations of different spatial and temporal scales, while those at the genus level are more synchronized in time as a result of fundamental, multiscale environmental shifts.