The Smithsonian Handbooks series of field guides includes excellent illustrations, with notations that show you what to look for when trying to determine what species you're observing. Watch out for big white whales, however!
There are more mammals out there than you think - an acre of land was recorded to have a population of 12,000 voles! You might also like Mammals of the Carolinas, Virginia, and Maryland, by Webster, Parnell, and Biggs.