Hedgehogs

They live in Europe, Asia, and Africa.

An excerpt from the article 22 facts about hedgehogs

Hedgehogs occur naturally neither in Australia, nor any Americas. There are several species present in New Zealand by introduction.

The Hedgehog species of Amphechinus was present in North America in the Miocene (23,03-5,3 million years ago) but went extinct.

Depending on the habitat, hedgehogs inhabit forests, grasslands, and deserts.