According to research from Russia's ANO Laboratory of Prehistory, European Neanderthals may have been wiped out by a catastrophic volcanic eruption over 40,000 years ago.
(A new study says that a massive explosion caused the onset of a 'volcanic winter' that devastated their population. Modern homo sapiens may have survived the fall-out because much of their population was in Africa which was unaffected, and they went on to replace the Neanderthals about 30,000 years ago. Of course Neanderthals may have interbred with modern humans, so there may be a bit of Neanderthal in all of us.)