It's not possible. There's a gene that causes melanism in animals of a species. Those who have been known to have melanism occur in their species have the gene - all of them do. So the gene can be found in all gray squirrels, all bobcat, all wolves, all coyote, and all leopards and jaguars. But the gene does not occur in mountain lions.

And all of those species are animals where we have proof. Either a living captive or have seen black versions in the wild.

Leopards and jaguars are the cat that we refer to as a black panther when it has a melanistic version. Leopards don't exist in this part of the world at all. And jaguars have only rarely been seen coming into the very southern part of the United States. Jaguars are extremely elusive. They have the whole elusive ghost cat thing down pat in South and Central America. So it's not just a mountain lion thing. The only way they sight jaguars in the United States is with game cameras.

There has never been a real proved sighting of black mountain lion. No photos, no video, none shot by hunters, no pelts, no taxidermy. Not in the entire history of the United States.
There have been pictures, photos and sightings of large black domestic cats. There's a photo claimed to be a black mountain lion in Texas climbing on a stack of cinder block. Cindy block are 18 in across 9 in in height. This animal is clearly not very big. There have been a couple that were faked. There's a doctored photo you can find online. And there's a taxidermist who dyed a pelt.