We all know that the Grey squirrel came from North America and pretty much wiped out the native red apart from places like Northern Ireland, Brownsea and a few others but have you ever wondered how they got here? We all know how mink got here, signal crayfish etc but what about squirrels? Did they come over in ships like rats but in the rigging being fed by sailors? Was it a malevolent nutter? 'The first documented release of grey squirrels into the UK was in 1876 in Cheshire, with subsequent introduction to sites ranging from Glamorgan to Kent totalling more than 350 individuals. Grey squirrels are now present in every English county and absent only from parts of Cumbria and Northumberland, a small area of the Sefton coast, the Isle of Wight and Poole harbour islands'. Parliament.co.uk
As to why they were introduced
'This is a fair question because the animal has no redeeming features compared with the resident reds, and it certainly has more vices. The most likely answer is that acclimatisation of species, as they called it, fitted in with the Victorians' view that man's task was to reshape the world in all its aspects and it became the fashionable thing to do. At that time very few people, including most of the experts, were aware of the damage that this might cause to native wildlife'. Essex wildlife trust
More depth on introductions here