List of the 11 realy endangered mammal species in France with 3 of them worldwide as well:

Critical:
Chiroptères (bat), Rhinolophus mehelyi, Rhinolophe de Méhely, CR (critical), (vulnerable)
Carnivores, (brown bear) Ursus arctos, Ours brun, CR,

PS: since 2010, the number of bears rised from 15 to 26... which is encouraging:
http://ours.des.pyrenees.pagesperso-orange.fr/

Endangered:
Rongeurs Cricetus cricetus, Grand hamster, EN (endangered),
Carnivores, Mustela lutreola, Vison d’Europe, EN (+ EN worldwide)
Carnivores, Lynx lynx, Lynx boréal, EN

PS: when I went to visit Colmar 2 years ago I saw a grand hamster in the park after the railway station! He jumped in a sewers hole when he noticed me....

Vulnerable:
Chiroptères, Miniopterus schreibersii, Minioptère de Schreibers, VU (vulnerable)
Chiroptères, Myotis capaccinii, Murin de Capaccini, VU (+ VU worldwide)
Chiroptères, Myotis punicus, Murin du Maghreb, VU
Carnivores, Canis lupus, Loup gris, VU
Artiodactyles, Ovis gmelinii, Mouflon, VU
Cétacés Physeter macrocephalus, Cachalot, VU (+ VU worldwide)

Some few reptils, amphibians, fishes and insects are as well endangered but I suppose than they could be multiplied in captivity more easily.