Ours up here, too. Some even look oily, or shiny like leather. Every part of their bodies is pitch black. They're the most common squirrel around my immediate area, but are listed separately in the game regulations since people outside of our area seldom encounter them and don't realize that they're mutated greys. It's funny to hear out of towners freak out about the black squirrels.
Since there's so many of them, and so many normal greys, the genes get all funkified (the real term, my girlfriend's a scientist) and you'll see them with grey tails, or sometimes all black but with the white tips on their hair.