Almost all of the black squirrels you see are actually eastern grey squirrels. Virtually all mammal species have a genetic characteristic that, if expressed, makes the animal's fur all black. This phenomenon is called "melanism". Some common examples are black jaguars, black lions, etc. Melanism in eastern grey squirrels is quite common and, in some areas, all or almost all of the eastern grey squirrels are entirely black (Sciurus carolinensis.