We ended up with a litter of 6 orphaned skunks just this last summer. Built a large kennel which was wired off with smaller chicken wire (yes very grippy surface).
Point of my .02 is that we'd look out the window at the kennel in the back yard and 2-3 out of six would be heading for the top of the pen (which was over 6ft. tall) and they only stopped when their heads touched the ceiling and they realized they couldn't exit.
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While skunks based on the comments can climb, the better question would be behaviorally motivated or biologically motivated. A skunks nature versus a raccoons nature for example. Ma coon feels good up in a tree, so why not up in an attic or chimney, while skunks being the earthmover they are, most folks commonly see them at or near ground level.
Cool examples though of what they can do, versus what they are likely to do given by all who have had them above ground level.
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Skunks obviously also carry that great "ars" enal to protect themselves at ground level or anywhere they choose to hang out. That added chemical warfare can be at play along with that biology/behavior as well, versus critters that must seek height and refuge due to lacking the ability to target their enemy from a distance when spooked.
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Paul, to your window well issue, I'd say that is a good point, but makes me think of a colony of bats I dealt with out here that fell down into some smooth wall voids. Some local folks advised the fire dept. that the bats would eventually climb out and not to worry, however the walls were so smooth that there wasn't enough texture even for bats (who need precious little to grasp). The result much like with skunks in metal window wells is a critter that could or can climb who somehow can't due to the mechanics and physics involved.
Also makes me think about the potential mind set of said skunk in the window well, is it expecting to dig out or find a ground level solution as it normally would and climbing doesn't enter its mind?
Just went to a coopers hawk in a warehouse a few days back, had been in there 5 days even with 6 large massive bay doors wide open, it would not leave (no staff or activity even in there to bother it).
This hawk can of course make nice tiny little technical moves through rafters, sprinkler systems (past your net! lol), so why doesn't it simply fly out?
I think we sometimes underestimate or leave out the mind set of these various species which is a wild card in the various issues we are called for as an industry.
Makes it interesting!

Justin