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Most people seem to think there are wolves in their backyard, when in fact what they've been seeing/hearing all their lives has just been harmless coyotes. Wolves were eradicated from the lower 48 states in the US in the 19th and 20th centuries, and are only recently being reintroduced to very, very specific areas.
That said, they're not even that dangerous to people. Nor are cougars, statistically. The most likely place and animal involved in animal/people confrontations (excluding things like mosquitoes, snakebites, and scorpions) is that if you're camping out anywhere in a national park - somewhere that idiot people actually FEED the bears - then you're very likely to be confronted and possibly attacked by a black or grizzly bear that smells food in your tent (if you're stupid enough to bring food into your tent), or that tries to take your smelly backpack by charging you, causing you to drop it and run away.