They are Rhosgobel rabbits, but they are an entirely original concept that appears in the movie alone.
Rhosgobel, anyway, is where Radagast lives.
Radagast lived for much of his time in Middle-earth at Rhosgobel in the Vales of Anduin, on the western eaves of Mirkwood, between Carrock and the Old Forest Road, near the Gladden Fields, its name deriving from Sindarin rhosc gobel meaning "brown village".1
Mirkwood is this forest. The Misty Mountains are on the left (the Shire being farther in the West) and the Lonely Mountain on the right. Going South, you'd see Rohan, Gondor and Mordor.
1: Tolkien, J. R. R. (1980), Christopher Tolkien, Unfinished Tales. See this Wikipedia note.