The state that has the most mountain lions is the state of Arizona.
Arizona which is the Grand Canyon state actually has more lions in the State of Arizona than they actually know what to do with.
Mountain lions also reside in places such as in the Black Hills of North and South Dakota and western Nebraska.
But if you go to Arizona you'll see the most mountain lions.
However you can see many mountain lions in Arizona.
So if you do visit Arizona then be prepared to be safe around mountain lions because although most mountain lions will leave you alone they can and will attack you if you get too close or seem like a threat to them.