Chicago police killed a mountain lion in Chicago's Roscoe Village which is fairly well inside the City and although residential definitely urban.
We've had deer and foxes, along with the ubiquitous raccoons, skunks, woodchucks and opposums, in our yard this winter. They were extending their range because of the unusually harsh weather and deep snowfall. I suppose the puma was doing the same thing.
According to the linked article, it was well-nourished. I guess it found the food it was looking for. Owners of missing cats and dogs might be able to find "closure" now.