Unsure of the accuracy of Wikipedia. I searched humans attacked by mountain lions, in Wikipedia and got a list of 20 humans that died after being attacked by mountain lions. The last one was in 2008 in New Mexico. Some of the accounts are pretty sobering.
Yep, it does happen. I believe most of those incidence are in the Rockies and west to California, with many being in California. The California situation is interesting since they outlawed the hunting of lions, thereby increasing their population and making them less fearful of humans.
This Wikipedia list shows THREE deaths in the 2000's (2000-2009, I assume) in all of North America. While 'scary,' that is really negligable statistically. To put this into perspective, 18,000 people per year (180,000 per decade) die from accidental deaths in THEIR OWN HOME.
Now of course, many attacts out west do not result in death and are not on this list . If I were hiking in the Rockies (I have many times) or California, I would be at least aware of the potential of a lion encounter. It wouldn't scare me, but there is nothing wrong with awareness no matter how unlikely an encounter might be.
Non of lion deaths reported were in the midwest. Zero. In the midwest, I am infinitely more likely to die from a tick bite (really). A .22 magnum will easily handle even a mature tick.