I debated not answering this one because every time I mention this anywhere, I get shot down, flamed, and generally told I'm lying, but what the hey ...
I saw one in the spring of 2002 -- after that winter with NO rain -- crossing a dirt road in Hidden Valley, south of Phoenix about 30-35 miles, and maybe four miles from the boundary with the South Maricopas. Haven't seen it, or any sign of it, since, so I figured it moved on ... It was spotted, not melanistic, and it stopped and stared at me, so I got a pretty good look. It was right in an area with plenty of houses, too. ("Hey, that's not a dog ...! Spots ... lion kitten ... no, NOT lion kitten! Spots in rosette pattern, too big for young lion, wrong proportions, WTF is that thing ... oh hollllleeee ... that's a jaguar!" *grin* And NO camera with me!)
It was probably dislocated due to drought. I have seen -- regularly -- what I assume to be mountain lion scrapes (mountain lion kills where the lion's scratched vegetation and dirt over the carcass) while riding my horse, but I do believe those to be lion scrapes and not jaguar sign as there are pretty regular lion sightings out here. The area supports at least one mt lion.