Some of these replies made me question my assertion that there are no known examples of "black" mountain lions, or puma concolor as they're now called, on the basis of recent genetic distinctions from felids. The concolor appellation remains telling --- it means "one color".
I generally agree about the cougars. Anything is possible, but I've never
seen any indication that there are black cougars.
Ditto for the mountain lions.
Only the jaguars are known to show this with any regularity.
Of course, in my case, I was almost positive what I saw was a jaguar.

There have been mountain lions seen in the same general area that I
saw the jaguar, but they are not black by any stretch of the imagination.
I know one guy in AZ that sees a lot of cats on his trail cams.
They even come right up to the front of his house to drink from the
bird baths, etc.. But they are all the tan variety. Big too...