That seems like a scenario where it'd be very easy to collect evidence, though looking it up there are numerous confirmed sightings in Eastern states so they probably did set up a recorder.

The one about the calling was a long time ago, before cheap digital recording would allow. Most of the sightings these days are people misidentifying other animals (bobcats, house cats, etc). A few turnbout to be real but are escaped or migrated from the western states or Canada. I think the last true eastern lion was in the 1930s in Maine or something.