The Gray Fox, native to the US, will go straight to a tree. That is because the Gray Fox is a deep forest resident and any tree is as good as the next AND once up, like a Squirrel, they can go from tree to tree via the interconnecting tree limbs. The Gray Fox is the best tree climbing among the Candids (The Asiatic Raccoon dog is its nearest competitor in tree climbing).
The Red Fox is more an pasture/Grasslands animal. Trees in such pastures are often isolated from other trees and thus traps if whatever is chasing the fox can stay at the base of the tree. Red Foxes are native to Canada and other areas with open pastures or other grasslands broken up with trees (Red Foxes avoid open grasslands, preferring broken grassland over all grassland).
Thus the Red Fox is native in North America, but not to the East Coast and thus had to be imported in Colonial Days when the Colonists of Virgina and the rest of the American South, wanted to do Fox hunting (Recent DNA studies seems to downplay the Foxes imported from Europe, reflecting the fact that Red Foxes moved down the East Coast as it was open up for Farming in the 1600, 1700s and 1800s. Just a comment on why Red Foxes were imported to North America where they are technically native but no one could find one in the 1600s). Please note, where the Foxes were imported from is unknown, but while the sources I have read clearly assumes Europe, it may have been Canada. The Gulf Stream is a huge restriction on shipping to this day, but in the days of sail restricted Atlantic Trade tremulously. Do to the Gulf Stream, it took six weeks to sail from Europe to North American, but only one week to do the reverse. In fact it may have been easier to ship the foxes from New Found-land, cross the Gulf Stream and then take it up back to Virginia. Thus the reports that Red Foxes were imported from England may have been what the buyers of the Foxes were told, but the source may be a lot closer to home (i.e. New Found-land).
When Europeans first hit the 13 colonies, they wanted to do Fox hunting, as in England, but the Gray Fox would not run through the pasture, instead run up the nearest tree. Thus they imported in Red Fox to do proper fox hunting. With the opening up of the American Forest in the 1600, 1700 and 1800s, the Red Fox boomed and the Gray Fox declined in numbers. With the re-growth of American Eastern Forests after 1900 the reversed kicked in, the Gray Fox Boomed and the Red Fox numbers declined.
More on the Gray Fox:
http://en.wikipedia.org/wiki/Gray_foxMore on the Red Fox:
http://en.wikipedia.org/wiki/Red_FoxMore on the Raccoon dog:
http://en.wikipedia.org/wiki/Raccoon_dogMore on the Silver Fox (a North American Variation of the Red Fox):
http://en.wikipedia.org/wiki/Silver_fox_%28animal%29