Hard not to love a Mountain Lion.. for one, they eat people on occasion.. puts a little legitimate stress back in life.. something to worry about other than that text you haven't received yet..
The official line from various state agencies and the US Department of Interior is that they haven't moved east of the Mississippi River, with the exception of the isolated Florida Panther with one or two famous exceptions:
http://www.ct.gov/deep/lib/deep/press_releases/2011/2011-07-26_mtnlionpresentation.pdf
I have had friends knowledgeable about the outdoors give me pretty reliable stories of sightings in Vermont, South Carolina and Tennessee. Most recently I was told of game camera photos taken of them in North West Indiana. Maybe it's just young males looking for a good time, but they are in the east, have no doubt.
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