New Hampshire is home to the Virginia opossum, our country's one-and-only marsupial.
As a marsupial, an opossum's development takes place ex utero in the mother's pouch instead of in utero, as placental mammals do.
Opossums are a backyard species, but because they are nocturnal, casual sightings are rare. More often, they will be seen as roadkill--an unfortunate consequence of being an urban, slow-moving animal.
As for the expression "playing possum," it's an involuntary reaction to a perceived threat, not a strategic choice the animal makes. When faced with a predator, an opossum does not have the typical fight-or-flight response. Instead, it will go into temporary paralysis, similar to a faint; it will bear its teeth, drool, and release foul smells to repel predators.
Opossums aren't found far north of New Hampshire. Respected biologist Eric Orff described their gradual range expansion this way: "Opossums were once thought to not be able to survive such a cold climate, but they just keep plodding north on frostbitten feet."
Here's a video of a Virginia Opossum being brought from an urban area back into the wild: