I would say there is definitely cougars in Ontario. The area I am most familiar with is the Bruce Peninsula. I have heard many first hand accounts of cougar sightings, by myself have never seen one. There is a small hamlet near where I have my cottage on Georgian Bay, and the locals all claim there was a mother with a pair of kittens in the area a few years ago.
I would say anywhere there is a decent density of deer, there are cougars.
I've seen them in odd places in Alberta, too. Me and a buddy watched a pair of them put the chase on a whole herd of mulies at dark a few years ago, and this was out on the prairie, north of Wembley. There was also a dead one on the highway just north of Grande Prairie a year or two back.
