@Giant Eland I was glad to be standing right there next to you viewing this animal while you took this shot. I was greatful to have the opportunity to see a Mexican fox squirrel (Sciurus nayaritensis) myself.
@UngulateNerd92 - the type locality was in the Sierra de Valparaiso, which is in Zacatecas (the next state over from Nayarit). However the name originally given was Sciurus alstoni which was already in use, so it was given the new name Sciurus nayaritensis.
For interest's sake, the type locality for the subspecies chiricahuae was Cave Creek - which is where the above photo was taken.