While it's fairly uncommon to see mountain lions in the city, it's not completely unlikely.
The range of the mountain lion spans from the center of Canada all the way to the southern-most tip of South America.
Cougars also can make their way into heavily populated areas, with at least one report of a cougar spotting in Chicago city limits.
Nebraska had the highest number of puma sightings, with 67 as of 2008.
When confronted with a puma, make sure to keep eye contact with the animal. Make yourself as big as possible and make intimidating sounds. Try to place objects between you and the cougar or try to pick up weapons if at all possible. Don't turn your back on a mountain lion.