I just got around to reading my Dec 2013 edition of American Hunter magazine. There is an article in there titled "Predators at the Back Door". The article talks about grizzly and black bears, coyotes, and cougars. In this article there are maps of the current and historical ranges for each of these animals. Taking a look at the cougar's, the historical range was from the west coast to about the eastern edge of the rockies (maybe a bit farther east) and from the upper reaches of BC south all the way into South America. The current range now covers this area AND the entire rest of the continental U.S. and about 3/4 of Canada. Pretty much the same for the coyote.
I believe they are here in PA. I've just not been fortunate or unfortunate enough, depending on the circumstances, to see one for myself.