 In North America , mythological descriptions of the cougar have appeared in the stories of the Hocąk language ( " Ho @-@ Chunk " or " Winnebago " ) of Wisconsin and Illinois and the Cheyenne , amongst others . To the Apache and Walapai of Arizona , the wail of the cougar was a harbinger of death . The Algonquins and Ojibwe believe that the cougar lived in the underworld and was wicked , whereas it was a sacred animal among the Cherokee . 
