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The Boreal Chickadee Poecile hudsonica or Parus hudsonicus, lives mostly in Canada but its range includes northern New Hampshire as well as the Adirondacks. Chickadees overwinter in the mountains, though sometimes they shift their territory a bit further south. When the weather gets cold their feathers grow fluffier until, as here, they become almost spherical. Like other small birds they eat a mixed diet of insects and seeds. Chickadees share some cold-weather survival traits with squirrels: they nest inside tree trunks, and in winter they eat food (insect larvae and spruce seeds) they have previously hidden.
I first thought this was a Black-capped chickadee (Poecile atricapilla), its more common cousin (which is the state bird of Massachusetts and Maine). The easiest way to distinguish the two is to check the top of the head: it's brownish on the Boreal. (Do you have to ask what color it is on the Black-Capped?)
Depending which birding guide you check, you may see maps showing a range that doesn't include New Hampshire, or extremely low population density. Bird spotting is an inexact science and it appears that birders don't necessarily venture up into spruce country very often, but eBird shows several recent sightings in the Whites - far more than for spruce grouse, which aren't exactly endangered or shy.
Spotted on the Twinway near South Twin Mountain, November 19, 2006