I ran across this interesting post about portraits of 18th Century American Women posing with squirrels. This seems to have been something of a fad at the time.
The author speculates about whether the squirrels are real, or are copied from emblem books and included in the portraits for some sort of symbolic purpose. It certainly seems likely that the squirrels were copied from books--just try getting a squirrel to sit still long enough for a portrait--it is also true that many among the upper class during this period were fascinated with the eastern gray squirrel. It was not uncommon to trap squirrels and keep them as pets. Benjamin Franklin was a squirrel enthusiast who even took squirrels with him to England to give as gifts to friends.
Of course, among the lower classes, particularly in rural areas, the gray squirrel was looked at more as a source of food than as a pet. It would be fascinating to make a more in-depth study of the relationship between the colonial-period Americans and the gray squirrel.