Being a rhinoceros, the Woolly Rhinoceros is pretty much always drawn the same way whether by pencil, painted, computer, or anything else that one can think of. Charles Knight is always a good place to start with illustrations though. Even though his dinosaurs are clearly dated and now anatomically defunct, he always had good illustrations for his time. Now, being a rhino, that makes the Woolly Rhino kind of hard to have anatomically incorrect, so we know that the Knight illustrations of this creature more than likely will not meet the same fate at all. Even in black and white this rhino is powerful, and furry, of course, and we can get an idea as to the power and size of the Woolly Rhinoceros. Imagine an animal we think of as a nearly hairless African animal growing a shaggy coat and roaming through the arctic. It's pretty amazing.
Moving to a slightly warmer location for the subject of this illustration, you can see the features of the Woolly Rhino which, in this illustration at least, are still recognizable in the rhinos we know today. The horns of Woolly Rhinos, just like their modern cousins, are made of hardened keratin. Their small eyes and small ears, like modern rhinos, most likely would have meant that the animals relied on odor of predators and, most likely, other megafauna to alert them to predators. The immense size of the rhinos would have allowed them, as it allows modern animals, to live solitary lifestyles without the benefits of a herd. Considering the impact living rhinos are capable of making on animals attempting to hunt or startle them in our time, the living Woolly Rhinoceros probably had few if any natural predators after infancy and before old age.
In the event of an attack, I imagine more often than not that the Woolly Rhinoceros came out of the attack looking like this one to the right looks, though probably not often standing in high grasses given that they lived mainly on the tundra and glacial plains. Despite this tiny discrepancy, the hide of the rhino was probably quite thick and tough under the most likely, because it wasn't a cat after all, thick matted hair that covered the rhino's body. The other side of what this image could represent here may be a spring shedding. I like the idea that this rhino is a tough survivor though. My imagination appreciates the exercise of picturing a European cave bear or cave lion trying to attack this giant tank of an animal.