My father saw one in a rock cut on Highway 17 about 200 km east of Thunder Bay in the 50's. He stopped and leaned across the car as it was on that side. He said he was 6 feet from it watching that long rope like tail swish back and forth. Never told anyone because he didnt want to get called a "f'n liar". Came up one night in the moose camp when I was talking about all the cougar sightings that had been reported to us in Chapleau and Wawa. And then the next summer, my daughter was jogging on Highway 101 at Shoals Provincial Park when one came down off a rock cut and crossed the highway in front of her.
I have always believed they were in Ontario - if one can transit from South Dakota to Connecticut they can certainly be here...
https://www.pri.org/stories/2016-06-18/real-life-incredible-journey-one-3-year-old-mountain-lion