Mammalian genomes contain tens of thousands of long non-coding RNAs (lncRNAs) that have been implicated in diverse biological processes. However, the lncRNA transcriptomes of most mammalian species have not been established, limiting the evolutionary annotation of these novel transcripts. Based on RNA sequencing data from six tissues of nine species, we built comprehensive lncRNA catalogs (4,142-42,558 lncRNAs) covering the major mammalian species. Compared to protein- coding RNAs, expression of lncRNAs exhibits striking lineage specificity. Notably, although 30%-99% human lncRNAs are conserved across different species on DNA locus level, only 20%-27% of these conserved lncRNA loci are detected to transcription, which represents a stark contrast to the proportion of conserved protein-coding genes (48%-80%). This finding provides a valuable resource for experimental scientists to study the mechanisms of lncRNAs. Moreover, we constructed lncRNA expression phylogenetic trees across nine mammals and demonstrated that lncRNA expression profiles can reliably determine phylogenic placement in a manner similar to their coding counterparts. Our data also reveal that the evolutionary rate of lncRNA expression varies among tissues and is significantly higher than those for protein-coding genes. To streamline the processes of browsing lncRNAs and detecting their evolutionary statuses, we integrate all the data produced in this study into a database named PhyloNONCODE (http://www.bioinfo.org/phyloNoncode). Our work starts to place mammalian lncRNAs in an evolutionary context and represent a rich resource for comparative and functional analyses of this critical layer of genome.