The Collaborative International Dictionary of English v.0.48:

Puma \Pu"ma\ (p[=u]"m[.a]), n. [Peruv. puma.] (Zool.)
   A large American carnivore (Felis concolor), found from
   Canada to Patagonia, especially among the mountains. Its
   color is tawny, or brownish yellow, without spots or stripes.
   Called also catamount, cougar, American lion, mountain
   lion, and panther or painter.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Cougar \Cou"gar\ (k??"g?r), n. [F. couguar, from the native name
   in the South American dialects, cuguacuara, cuguacuarana.]
   (Zool.)
   An American feline quadruped (Felis concolor), resembling
   the African panther in size and habits. Its color is tawny,
   without spots; hence writers often called it the American
   lion. Called also puma, panther, mountain lion, and
   catamount. See Puma.
   [1913 Webster]

WordNet (r) 3.0 (2006):

mountain lion
    n 1: large American feline resembling a lion [syn: cougar,
         puma, catamount, mountain lion, painter, panther,
         Felis concolor]

Moby Thesaurus II by Grady Ward, 1.0:

18 Moby Thesaurus words for "mountain lion":
   Leo, Siberian tiger, bobcat, cat-a-mountain, catamount, cheetah,
   cougar, jaguar, leopard, lion, lynx, ocelot, painter, panther,
   puma, simba, tiger, wildcat