The global environment is faced with growing threats from anthropogenic disturbance, propelling the Earth into a 6th mass extinction. For the world's mammals, this is reflected in the fact that 25% of species are threatened with some risk of extinction. During this time of species loss and environmental alteration, the world's natural history museums (NHMs) are uniquely poised to provide novel insight into many aspects of conservation. This review seeks to provide evidence of the importance of NHMs to mammal conservation, how arguments against continued collecting of physical voucher specimens is counterproductive to these efforts, and to identify additional threats to collecting with a particular focus on small mammals across Africa. NHMs contribute unique data for assessing mammal species conservation status through the International Union for Conservation of Nature's (IUCN) Red List of Threatened species. However, NHMs' contributions to mammal conservation go well beyond supporting the IUCN Red List, with studies addressing topics such as human impacts, climate change, genetic diversity, disease, physiology, and biodiversity education. Increasing and diverse challenges, both domestic and international, highlight the growing threats facing NHMs, especially in regards to the issue of lethally sampling individuals for the purpose of creating voucher specimens. Such arguments are counterproductive to conservation efforts and tend to reflect the moral opposition of individual researchers than a true threat to conservation. The need for continued collecting of holistic specimens of all taxa across space and time could not be more urgent, especially for underexplored biodiversity hotspots facing extreme threats such as the Afrotropics.