The species Parastrellus hesperus, or canyon bat, is commonly found along the western coast of North America, from Mexico, up into California, to Washington, and in other random areas such as Southern Oklahoma. The species is called the canyon bat because the bats roost in small cracks and crevices amongst rocky formations. They are usually seen in areas of desert, woodlands, and shrublands, and it is said that they can even roost in burrows made by non-flying rodents.
According to the wikipedia page, these bats are most active in the hours of sunset and sunrise, and are less active during the overnight hours. Perhaps because they are so small? They also are known to hibernate when food is scarce and when the weather becomes too cold. They do not really migrate, and generally stay in their same area for most of their lives.
They're super cute!