I'd bet it was cougar.
Although the conservation department says we don't have any in Missouri, I know too many people who have seen and heard them.
I heard one in the wooded valley about 100 yards behind my house, after dark, once. And everything said here is true. It sounds like a cross between a large cat and woman screaming. It is the most ungodly and unnerving sound you could imagine. Although it sounds feline, you can tell that it's big, and not some little house cat getting laid. It's BIG.
I didn't have my gun handy, but since I was working on the house, I picked up my air powered framing nailer with 10 penny nails and swore that if anything came out of those woods looking for me, it was gonna get stitched up real good...!