I hope someday I will be lucky enough to see one out in the wild. That would be a great experience. I did a search on the web and found an interesting article from this past October. This quote in particular caught my attention.
The mountain lion, also known as a puma or cougar, is common in the West, but the state Game Commission said the big cats no longer exist naturally in Pennsylvania.
Taken from this article :
http://www.thewgalchannel.com/news/2574295/detail.html