I live within a mile of the Capitol, so I am really in an urban neighborhood - but the neighborhood has lots of trees and is bordered by a huge park. We have a gazillion squirrels, raccoons, possums, occasionally a rabbit, and a few summers ago a black bear wandered through. I would like to see a living armadillo at some point - but not in my yard.
They are faster than possums. But they seem to freak out if you chase them. My 9 yr old nephew caught one last month with a 5 gallon paint bucket. Turned the bucket upside down over it and sat on the bucket 'til my brother got there to properly dispose(shoot)of it.
Then He promptly went out in the back yard to hunt another one.