On serious note, I knew squirrels consume insects too. But I had never seen doing that. Here the squirrel cleaned off the remains of a bird from the feather.
More about eating habits of squirrel from Wikipedia :
Unlike rabbits or deer, squirrels cannot digest cellulose and must rely on foods rich in protein, carbohydrates, and fat. Early spring is the hardest time of year for squirrels, since buried nuts begin to sprout and are no longer available for the squirrel to eat, and new food sources have not become available yet. During these times squirrels rely heavily on the buds of trees, in particular, those of the Silver Maple. Squirrels are omnivores; they eat a wide variety of plant food, including nuts, seeds, conifer cones, fruits, fungi, and green vegetation, and eat insects. Squirrels have also been known to prey on smaller animals when food is scarce or when the opportunity presents itself (for instance squirrels will eat mice after hunting them in packs). Ground and tree squirrels are typically diurnal, while flying squirrels tend to be nocturnal — except for lactating flying squirrels and their offspring, who have a period of diurnality during the summer.