I saw it this morning in Cades Cove, Great Smoky Mountains National Park. I had no idea what it was but it jumped from tree to tree just like a squirrel. I showed a picture of it to a park ranger and he had no idea what it was. When we got home we Googled hairless squirrel and found a similar picture.

Here is another image: http://www.pbase.com/photodug/image/70669555