Lisa and I saw this yesterday while walking down a residential street in Evanston.
It's a baby opossum, Didelphis virginiana! This minuscule marsupial was just a few inches long - note the blades of grass for scale. We heard some rustling and a strange whistling or squeaking sound under a bush near the sidewalk, and there it was. Perhaps surprisingly, 'possums are pretty cute when they're little.
When I was about ten, a 'possum briefly took up residence in our garage. It relaxed on the workbench, apparently confident that its scrofulous visage and toothy jaws glistening with methatherian drool would keep most anyone at bay. The beast eventually left the premises on its own.
Amazingly, there are at least two non-profit organizations dedicated specifically to 'possums: The National Opossum Society and The Opossum Society of the United States. The web site of the latter features an animated GIF of a 'possum wagging its tail; they also sell 'possum earrings. Too bad I learned about this right after Lisa's birthday.