Here in Michigan, we have all three...
the Fox Squirrel, Grey (includes the all Black variant) & the Red (Pine) squirrel.
The DNR treat the Red as a varmit and it open season all year, the Fox and Grey are seasoned from September to March.
When in college in the UP,after dinner entertainment was goi walking with various accoutrements ( rifle, pistol or shotgun) and take reds, one of the group took the tails and mailed them to MEPPS Lure Co., for decorating lures.
Fox and Greys are the best eating, Red have a piney taste.