This little guy is late getting into his winter den. Baby it’s cold outside! 
Not sure if he’s a ground squirrel that hibernates or a tree squirrel that stays in a nest most of the winter.
I empathize with him. I hate the cold too.
I just don’t think an animal or person suffering is “cute”.
It might be rabies.
Anyway, they’re rats with fur. They’re highly adapted to cold.
That’s your standard grey tree squirrel. If he was seriously that cold, he’d probably have found a place to curl up and stay warm. If it was warm enough to go out looking for food then he was fine, cute pictures aside.
We had a big flat gourd outside the front door (like a squat pumpkin) that just never got removed from the Halloween/Thanksgiving season. Right around Christmas, a big ole fat squirrel that lives in the yard chewed a hole through the side of it and spent a day living inside the thing, eating all the seed and occasionally popping out for a spell before returning. No photos but all sorts of cute and made me glad we left it there. Unfortunately, a couple warm days right after turned his new home/restaurant into a moldy mush pile so it had to go.
I don’t think he was suffering at all. Tree squirrels have warm nests that shield them from the cold. If the little guy was very uncomfortable he would have moved out of the wind.
OP, have you ever shivered? Was it an enjoyable sensation–or an unpleasant one? I would expect he was looking for food and had to leave his warm nest.
I’ve done my share of shivering. A unexpected gust of wind might do it. A candid photo at that moment might even be funny if it caught the right expression. A few minutes being cold isn’t a big deal. Longer exposure isn’t fun because humans and domesticated animals aren’t adapted for it.
Wild animals are very adapt at living outside. They have the fur and body fat. They know what to do and where to go if the cold gets extreme. They have millions of years of instinct to survive in all kinds of conditions.
We have a couple of squirrels living in the trees outside my office window here. I get up and work at all times of the day and I have witnessed them scurrying through the branches just as the light starts to filter in over the mountains. A week or so ago, it was about 20 degrees F (-7 C) at dawn and there one of them was, doing her acrobatic dance across the limbs. Truly amazing creatures.
Thanks to Mr. Kite feeding suet to the winter birds our squirrels are so fat they waddle. They certainly don’t shiver.
A piece of info: the word for what squirrels do in the winter-time is estivate which is a form of semi-hibernation. I think most all of ours come out at least once a day for a scoot to the feeders and the heated bird fountain.
So does every other living creature within four or five blocks. Oh, Mr. Kite, and his all-you-can-eat buffet. What to do with you?
There’s a pretty wide line between momentary discomfort and suffering. It’s cold when I go out to shovel the walk but I wouldn’t say I’m suffering while I do it.
I just looked at the 10 day forecast for Baltimore and the lowest it showed was 30F. That’s not really that cold, I’m sure the squirrel wasn’t ‘suffering’ that much.
I live in Philadelphia, north of Baltimore, and it has not been cold enough for a squirrel to be affected by the cold around here for years. I grew up in Minnesota, and there were active gray squirrels year round, well below zero F.
I agree the photo is cute and the squirrel isn’t “suffering,” not like a dog chained up in freezing weather would suffer. Wild animals are equipped to do what they have to to survive. They live in those conditions every day. Once he stuffs his cheeks with enough food, all he has to do is run off to his nest with it and enjoy it.
I don’t think the squirrel was shivering in the cold, either. We have squirrels running around all winter long here, too - if they can handle Alberta, they can handle Baltimore.
Do we know for sure the squirrel was actually shivering? From the picture, it looks as though he could be eating something small or doing other squirrel-ish things. If he really was that cold, I’d think a squirrel’s instinct would be to find a place to huddle up, or at least do something more productive than stand around getting colder.
And they’re tasty, too. 
I have very mixed feelings about the American grey squirrel, sciurus carolinensis; because the introduction (unwise as it turned out, but meaning no harm) of small numbers of the species here in the UK, something over a hundred years ago, has resulted over the decades, in a great decline in the numbers and range of the IMO more attractive native British red squirrel, sciurus vulgaris. The two species compete for approximately the same ecological niche, and the grey squirrel is basically stronger, tougher, and fitter.
Will admit that my first thought on seeing the linked-to pictures was, “freeze to death, you grey bastard”. On reflection, though; the squirrel pictured, is where he belongs – in America – so I have no need to hate him.
He’s not shivering, he’s scratching his left forearm with his right claws. He looks fat, happy, and healthy.