I live in Ohio and a year ago I went to a Predator control seminar put on by the ODNR and a wildlife biologist for the state. This subject came up and he said he couldn't officially say they are in Ohio but he said he knows first hand there in MIand PA. Do a search for eastern cougars and you'll be surprised to find that the cougars are originally from the Ohio valley/Appalachian mountain region but where drove out many years ago. In the deep mountains of eastern KY and western WV some are believed to have never left due to remote terrain and it's these few that have been spotted from time to time by local people for century's. Of course this is disputed by OFFICIAL personnel all the time but as a boy trapping rabbit's with a 3/4" plywood box with Steele ends in Floyd County KY in the early 80's we found our box completely shreddedwithnothing bigger than an 1" piece left with slight rabbit fur left scattered around shortly after others claimed to have seen one.This is one reasonI believe other wise. The fact is some never went west and the ones that didour coming back. They track east to the Mississippi river than north then over to MI and down and over to Maine and down and west through upper NY and PA and so on. These have been confirmed sighting by qualified personnel by documenting tracks, scat and other means. But of course the state says we don't have them right. Check out these links for more info.
http://www.easterncougarnet.org/index.htmland
http://www.easterncougar.org/beyondsightings.htmthis one shows a kitten that was hit by a car in 1997. The DNA showed it'spaternal to be North American.