The black form of the Grey Squirrel (Sciurus carolinensis) is a melanistic variety thereof.
Melanism is a development of the dark-colored pigment melanin in the skin or its appendages and is the opposite of albinism.
The Bronx Botanical Garden is known for its (small) population of "Black Squirrels".

1st photo: Central Park, Manhattan, New York City, New York, USA, 31 October 2017
2nd photo: New York Botanical Garden, The Bronx, New York City, New York, USA, 6 May 2014
3rd photo: North Woods, Central Park, Manhattan, New York City, New York, USA, 2 November 2017
4th photo: Washington Square Park, Manhattan, New York City, New York, 1 March 2007
5th photo: Riverside Park, Manhattan, New York City, New York, USA, 2 November 2017