This video was filmed by a guy sitting on a park bench in New York's Battery Park, where he found a furry little friend: one of the local squirrels. He gives the squirrel a nut, and the squirrel takes the nut and tries to bury it in the guy's clothing. He puts one in the hood of the hoodie the guy is wearing, another in his pocket.
The guy exclaims a couple times when the squirrel finds skin (and lets slip an expletive or two). He might want to inquire about a tetanus shot. But otherwise he's quite taken with his new squirrel friend.
See also:
Squirrel buries nuts in dog's hair