There is no difference. Cougars, mountain lions, pumas, panthers, painters, etc.. are all the same species and color and that species is the same regardless of if they're found in northern Canada or southern Argentina or anywhere in between.
It is the second largest cat in the Americas after Jaguars (el tigre).
What are known as black panthers aren't cougars but rather jaguars.
There is no documented evidence of a melanistic cougar.
Other native North American cats, Lynx and bobcat, ranges abut with one another with lynx being larger and more northerly.
In Central America the next largest cats after Jaguars and cougars are ocelots, margays, jaguarundis and tigrillo/oncilla in that order with the same and additional species in South America.
Jaguars are huge, over 6' long. Only lions and tigers are bigger. They used to be in the SW US like AZ, TX, and NM. The last know female was killed in AZ in the '60s and around the same time a male was killed in NM.
Killing Jaguars in the US is illegal but only a couple have been sighted in the last 50+ years.
In CR they are only in a couple national parks and remote regions of indigenous held territory in the Talamanca mountains. They're a little more common in South America but nowhere are they very numerous.
Oncillas are about the size of a small house cat.