One of the few times that Oliphants are mentioned by Robert E. Howard was in the story "The Scarlet Citadel" during the Battle of Shamar, here's an exerpt from the battle:
"Now the attackers were massing for a storm. The oliphants sounded , the steel clad ranks drew up on the plain. The storming-towers, covered with raw bull-hides, rumbled forward. The people of Shamar saw the banners of Koth and Ophir, flying sided, by side, in the center, and made out, among their gleaming knights, the slim lethal figure of the golden-mailed Amalrus, and the squat black-armored form of Strabonus. And between them was a shape that made the bravest blench with horror- a lean vulture figure in a filmy robe. The pikemen moved forward, flowing over the ground like the glinting waves of a river of molten stee; the knights cantered forward, lances lifted, guidons streaming. The warriors on the walls drew a long breath, consigned their souls to Mitra, and gripped their notched and red-stained weapons."
Now it's not overly descriptive of what the oliphants look like, maybe they are just mammoths, I know they aren't elephants because elephants are described in other Conan stories. I was thinking about using some other prehistoric mammal like a stegadon, and then my friend Eli pointed out this mini from Northstar Miniatures! I really think this Platybeladon would work out great for a Kothian army, and maybe I'll work mammoths in for Vendhya instead.