- a gray-colored arboreal squirrel: North American species include the eastern gray squirrel (Sciurus carolinensis) of the eastern and midwestern U.S. and southeastern Canada, the western gray squirrel (S. griseus) of the coastal western U.S. and Mexico, the Arizona gray squirrel (S. arizonensis) of eastern Arizona and adjacent Mexico, and the Mexican gray squirrel (S. aureogaster), found from Guatemala north through eastern Mexico to the Florida Keys.