They were introduced into CA in the late 1800s, early 1900s by folks who wanted some "homestyle" sport and eats. They have since spead northward as food and climate permit.

They may also have hitchiked on the newly completed transcontinental railroads.

An interesting sidelight is that 'possum seem to share climate tolerance with armadillos. Where possum can live, so can the 'dillos.