Back around 1960 I had a wild pheasant wander into my yard, much to my dog's delight. If I'd been looking the other way I'd have seen the Empire State Building quite clearly.
Nowadays you'd be hard put to find a tree that wasn't approved by a code officer over there.
However, Cape May county is another matter entirely. I see nothing at all odd about a big cat sneaking around down there, even in 2006. Only if he's letting folks see him I do question his judgment and maturity.
Funny, though, I can believe that there are cougars in NJ. Not counting the 'women' cougars of course.