I think the Creature from the Black Lagoon had a tail.
To me, "black panther" means a black leopard, panther being the Indian term for a leopard. That's where the name black panther arose, although I think melanistic leopards are known from Africa. Most common in Asia, though.
I'm not sure about a black cougar, but if they exist, I think they should be called black cougars or pumas. There are black jaguars. There are some cougars much darker than others, and at dusk, they might appear black.
One additional issue is that some people, legally or not, do keep black panthers. I used to work for a security firm that had a client, a wealthy lady with rural property who definitely had a black panther/leopard and it sometimes got out and roamed her land much to the concern of her guards. Some men didn't want to work there.
But this was a real panther, Panthera pardus, not a cougar, Cougar concolor, if memory serves. Some of these cats probably escape and might be seen.
Some pet cougars also escape and are found where they're thought to be naturally occurring. I recall one that was tested, and its DNA showed that it was from a Costa Rican sub - species or population. It had to have been let loose or escaped from its US owner. Its presence didn't prove that cougars naturally occur there. But it also doesn't prove that they don't! It's a separate issue, and cougars are expanding their range.
Are there black ocelots or margays? Caracals/rooikats? Servals? Bear Bio?
BTW, I do half believe in Bigfoot, but think the Nandi Bear was probably just a stocky baboon or hyena seen in poor light. I used to believe in Nessie, but less so now. Same for the Lake Champlain monster. I think, River Monsters did a good job of making a case against Nessie. (The Loch Ness monster.) Keep in mind that the host (Jeremy Wade) is a biologist, not just a TV host.