Strangely enough, my Maine Coon mutt is leash-trained. He'll go with me 4 foors down to the mailbox. I have to carry him down the stairs, because he doesn't understand the concept of "down." He stays on the leash when I'm downstairs taking care of things...and then the funnest thing in the world is to run UP the four flights. Then he waits for me and walks by my side down the hall.
You can leash train a cat...but it ain't never like wakin' a dog!
A year ago, we got a Maine Coon kitten [our second Maine Coon]. He is a good-cat-in-training ... has a long way to go ... and walking on a leash is one of our projects for the New Year. I have high hopes that I will end up with another good walking companion.