I hunt in south eastern indiana pretty close to the state line and I've never seen one. That being said, while I'd like to tell you that its more than likely that itsz just a rumor, I'll also admit that given the amount of stupid people in country who would buy an infant wild cat and then realize they have neither the resources nor desire to care for one and therefore decide they should release it into nature, I wouldnt put it outside the realm of possibility. Chances are though that you'll never see them even if they are there.