The eastern gray squirrel (Sciurus carolinensis) is ubiquitous in Philadelphia today, and in many other cities as well. However, this was not always the case.
To read more about these little mammals, and how, when and why they came to be so citified, see here:
http://www.thedp.com/article/2013/12/urbanization-of-squirrel-research
The entire paper mentioned in the linked-to article above is here:
http://jah.oxfordjournals.org/content/100/3/691.full
And for a bit more on squirrels in Philadelphia, see within this page:
https://growinghistory.wordpress.com/2013/07/06/ailanthus/
and this one:
https://growinghistory.wordpress.com/2013/10/30/the-white-pines-of-hermit-lane/