We have a squirrel in our backyard that sasses Kendall all the time. He chatters at her from the top of the fence until she takes notice then runs away so she'll chase him. If she doesn't follow, he'll come back and get her and then run again. He even slows down mid run so she can catch up. Sometimes he runs down the side of the tree juuuuuusssst out of her reach, chatters, and runs away.
He often hangs out on the fence waiting for her to come outside.
The other day he was busy burying a nut in our backyard when Kendall went out. She gave chase then he turned and chased her. It surprised the heck out of Kendall. She let out a yelp and ran the other way.