White-tailed deer

White-tailed deer have a white underside to tail
White-tailed deer have smaller ears relative to mule deer

Mule deer

Mule deer have a black tip at the end of their tail
Mule deer have large ears relative to white-tailed deer

Elk

Elk have a cream-coloured patch on rump
Elk have a shaggy mane -- a dark, thick scarf of fur that hangs from its neck to its chest

Males have large antlers while females have not antlers.

Pronghorn

White rump patch and under belly
White patterns on neck
Black on end of nose
Black horns which both males and females can have.