From Wikipedia: The American Kestrel (Falco sparverius) is the smallest falcon in North America - about the size of an American Robin. This bird was (and sometimes still is) colloquially known in North America as the "Sparrow Hawk". This name is misleading because it implied a connection with the Eurasian Sparrowhawk Accipiter nisus, which is unrelated - the latter is a accipiter hawk rather than a falcon; moreover, falcons and accipiters are only very distantly related among the diurnal raptors.
American Kestrels are widely distributed across the Americas. Their breeding range extends from central and western Alaska across northern Canada to Nova Scotia, and south throughout North America, into central Mexico, the Baja, and the Caribbean. They are local breeders in Central America and are widely distributed throughout South America.
Most of the birds breeding in Canada and the northern United States migrate south in the winter, although some males stay as year-round residents. It is a very rare vagrant to western Europe.