We discovered a wild animal living in a box in our shed. There is a mama and babies, so we didn't venture a closer look. Furry with a hairless tail. We are not by water, but could it be a muskrat? Will animal control come and get them?

Possum careful she will protect her yes they will come out

Most likely opossum. They are not aggressive (though they try to look it), and beneficial. Give her time to leave on her own with her babies, then close up the holes. Wild life that is not really harming you is best left alone. Companies that remove wildlife kill them.

Sounds like an opossum. They are very protective of their young. By all means, call Animal Control, and they will come out to safely remove Mama Possum and her babies.