  Given $\omega\ge 1$, let $Z^2_{(\omega)}$ be the graph with vertex set $Z^2$
in which two vertices are joined if they agree in one coordinate and differ by
at most $\omega$ in the other. (Thus $Z^2_{(1)}$ is precisely $Z^2$.) Let
$p_c(\omega)$ be the critical probability for site percolation in
$Z^2_{(\omega)}$. Extending recent results of Frieze, Kleinberg, Ravi and
Debany, we show that $\lim_{\omega\to\infty} \omega\pc(\omega)=\log(3/2)$. We
also prove analogues of this result on the $n$-by-$n$ grid and in higher
dimensions, the latter involving interesting connections to Gilbert's continuum
percolation model. To prove our results, we explore the component of the origin
in a certain non-standard way, and show that this exploration is well
approximated by a certain branching random walk.
