The Arizona Gray Squirrel, Sciurus arizonensis, lives in deciduous forests with walnut, sycamore, oak, cottonwood and pine trees. It is usually found in areas with elevations of 5,000-6,000 feet above sea level. In New Mexico, it can be found in canyons with a water source and lots of black walnuts and acorns. Much of it's diet is made up of walnuts. It also eats fungi, pinecones, juniper berries, nuts, acorns, berries and seeds.