The squirrel in this video is family pet named Wally. That explains why Wally brings his nuts inside the house, and searches for a place to hide them. The dog in the video is named Jax, and he's a Burmese mountain dog. He likes Wally. Jax must like Wally, because he doesn't seem to mind when Wally tries to hide one of his nuts in Jax's hair: