Cougars, also known as pumas, mountain lions and by a few other names as well, are found over most of north, south and Central America. They live from northern Canada all the way south to Argentina. You don't find them in as many places as you might have at one time, however, because civilization and hunters have driven them away from places with large populations, but they're still common in the American southwest. Mountain lions are predators, but fortunately humans aren't their normal prey. Nonetheless, every couple of years some unlucky person meets a cougar who doesn't seem to understand the "humans-aren't-prey" rule, maybe because the human is injured and looks like easy pickings. So mountain lion attacks, though rare, are still a threat to be taken seriously. And when one happens, the attack can be vicious. Mountain lions go for the neck and a bite from their sharp teeth can be fatal.
Some experts say that the best thing to do if you meet a mountain lion who appears interested in you is to look threatening, even aggressive, as though you'd be willing to put up a fight. Throw things at the animal. It will probably decide to go look for less annoying prey and leave you alone. And then you should immediately look for a new campground.