I've never seen natural black squirrel for sale, I agree with DDRRedneck500,
you have to shoot them yourself or get them from someone who hunts.
They are common here in my neck of the woods, and I shot one just last week.
I saved the skin and tail. I salted the skin, and had them on the work bench in the garage. My kids left the garage door open, it rained, and the skin and tail got wet, so now it's ruined. I wasn't happy about that at all. It my fault for setting them on the bench so close to the door.

Jeremy