When I was in Wisconsin there were numerous sightings. One even in suburban Chicago. There was even this one in Connecticut:
http://www.cnn.com/2011/US/06/11/connecticut.mountain.lion/index.html
I’m sure there are some in western MD.
There are. I had one in my yard a few years back. Neighbor had two try to take one of his yearling horses around the same time. But the DNR will tell you they’re not here.