After completing the Hunting Mission to kill the cougar you get a memento in Connor's room. The cougar on the woven memento is in the same jumping stance as the Puma logo because cougars are also known as mountain lions or pumas.
There are some special Frontiersmen side-quests you can find in the game that revolve around famous urban legends. The side-quests can be found in the indicated locations. Note: Once you complete a side-quest, check the Animus Database for some additional background information regarding the side-quest.
Sasquatch
After completing "The Boy Who Cried Wolf" Frontiersmen quest, you can find the "Finding The Sasquatch" side-quest in the northeast area of the Frontier. In the woods, you will find a few Frontiersmen sitting around a camp fire. Speak with them, and they will tell you a story about Sasquatch before the side-quest begins. The side-quest will lead you to a cave near a waterfall to the northwest. Inside the cave, you will find an ordinary man.
The Headless Horseman
After completing "The Haunted Lighthouse" side-quest, talk to the same men who gave you that side-quest. They will tell you a story about a German mercenary without a head before the side-quest begins. The side-quest will lead you to a dead body. Then, a real Headless Horsemen with only a pumpkin for a head will appear before running off.
The Haunted Lighthouse
After completing the "Finding The Sasquatch" side-quest, talk to the same men who gave you that side-quest. They will tell you a story about a haunted lighthouse before the side-quest begins. The side-quest will lead you to a lighthouse in the east area of the Frontier. Once you climb to the top of the lighthouse, you will find a scarecrow.
The Loch Ness Monster
After completing "The Boy Who Cried Wolf" Frontiersmen quest, talk to some Frontiersmen in a tavern on the east side of Boston to get the "Monster Of The Sea" side-quest. They will tell you a story about an encounter on the high seas with a monster before the side-quest begins. You will then be lead around Boston to listen in on stories from three other people. Talk to all three people to discover the true source, which is just an old atmospheric diving suit.
UFO Sightings
After completing the "Monster Of The Sea" side-quest, talk to the same men who gave you that side-quest. They will tell you a story about a UFO encounter before the side-quest begins. The side-quest will lead you west of the city. Once you climb a tree to find the true source of the sighting, you will just find an umbrella.
Cool Hand Luke reference
When you bump into certain women around Boston, they will say "What we have here is a failure to communicate." This is a reference to a famous line in the 1967 movie Cool Hand Luke.
MMA reference
During an early sequence with Desmond in Brazil, you will be running through a stadium's catwalks. If you look down, you will see an MMA fight with Guilherme Venancio vs. Luis Otavio Duris.
