It's a topic I have studied my entire life and based many school projects on it. There are four species of cats that are indigenous to N America Puma conclor, Panthera onca, Lynx rufus, Lynx canadensis. There have been black, Lynx rufus floridaious (bobcat) killed in Martin County Florida one in 1939 and one taken in 1940. There are very good photographs of some recently in Martin Co with one that could easily be mistaken as black leopard but he is missing a tail. There have been as recently as the 1930's large blue cats killed in Alaska but I can't recall much about them.
Diablo is probably the closest documented case of a black leopard we have in N America but he was not born in the wild. He can be found at a zoo in Omaha Nebraska, he was breed from two normal leopards.