Where I live, I have personally seen one, as have several other residents living in my township over the last 8 years.
A mountain lion was killed a few years ago about 9 miles from my house. A coworker went and viewed the cat the next morning. The DNR agent was just leaving the house when my friend arrived. They discussed the age, sex, weight, etc.
On the noon news on KCRG TV-9 they described the cat as a female, which was what the DNR agent told my friend. It was told the same way that evening on the 5o'clock news. Magically the next day there was a retraction stating that cat was a young male that was just passing through the state, not a female. Heaven forbid if we would think they may be breeding in our state of Iowa, how could they? We have all the necessary food, water and shelter for them to proliferate.
In 2002 I found what I believe to be a mountain lion signpost in the Iowa River Corridor. It looked just like two others I have seen in Wyoming and the Black Hills of South Dakota.
Personally I am glad they are here and look forward to any encounter I could have.