Spectorfly,
I know you're joking, but that is indeed a good question. Eastern, western, or southern ancestry?
Eastern cougars are thought extinct, but a remnant population has always been a legend, and its possible (even probable) that eastern cougars remain in parts of Canada.
The western lions have been moving steadily eastward for some time, they're now verified in Wisconsin, Iowa, and places like that. Not much farther and they'd hit the Appalachians, which is better habitat for them, and they'd spread quickly at that point. Perhaps they already have, and this is the source of the sightings?
And of course there's a known population in Florida. They have many of them tagged, and at least one ventured up to Georgia for a while before returning. Again, thats on the footsteps of the Appalachian chain.