[mountainlion]

There were Lions in Syria and Persia (Iran) in ancient times. DNA has caused many to call into question the out of Africa theory, that is all it is is a theory.

[Verginius Rufus]

Herodotus claims that Xerxes' pack-camels were attacked by lions (in Macedonia) and describes an area of the Balkans which supposedly abounded in lions (7.125-126).

There's the Lion Gate at Mycenae and the story of Heracles (Hercules) and the Nemean lion (Nemea is in the same region of Greece as Mycenae), but I don't know if there is any physical evidence for lions in Greece or the Balkans.