If you get them very young--yes. As an aside, some people (a sister of mine included) actually have descented skunks! Like a fox--it has to be VERY young (and in the case of a skunk--from a breeding establishment due to rabies)
Be careful, some localities have laws strictly prohibiting domesticating wild critters. Some do not enforce that rule though.
I have heard that male foxes can carry rabies but not be ill for a long time...when they breed, they transmit it to the females, who die much sooner from the disease.