The Animal Planet-like scene all went down during New York's tilt against the Baltimore Orioles ... when, somehow, a squirrel broke into Yankee Stadium and took an in-game jaunt around the outfield.

First, it was seen posted up near the Yanks' bullpen ... then it was spotted in the center field grass. But, when it made its way near the stands, that's when all hell broke loose.

Check out video of rodent's run across an outfield wall -- fans were absolutely terrified to be so close to the creature!!

You can see most of the guys in the area had alarmed looks on their faces -- which is not too surprising ... considering New York is, after all, known as a concrete jungle.

Don't worry, no one was bit by the creature -- and as far we know, no squirrels were harmed during the game. Plus, the Yanks seemed to get some good mojo by it all ... going on to beat the O's, 6-5, in a walk-off thriller.