Cougars are on the federal endangered species list. The sole exception for killing one is in defense of human life. Any other situation requires that game officials or police be notified.
They're considered "Small Game" here (since they have paws, not hooves), but they're managed better than any Big Game species. Not many people hunt them, but.... Hunting license + tag = dead kitty.
The "Eastern Cougar" is listed as endangered, but a DNA study has shown that there isn't enough genetic differentiation to separate any
of the regional populations in the U.S. from the designation of "North American Cougar". So, it's more of a state/regional restriction, than a true endangered status.