I've seen those in southern Arizona a few times. Came across a pack of close to 20 on Mt Lemmon one time, they all scattered except for this one and a couple babies. I'd never heard of them before, had no clue what it was til I got back to google.
http://www.habventures.com/photos/05...O/DSC01777.JPG
http://www.habventures.com/photos/05...O/DSC01784.JPG