"May's Lion" by Ursula K. Le Guin

First appeared in The Little Magazine, reprinted in Dann and Dozois' Magicats II, and collected in Where on Earth from Small Beer Press.

A supposedly true story about an older woman's encounter with a sick mountain lion is transformed into a story, illustrating how facts are transformed through fiction (and perhaps other eyewitness accounts) into something more fitting to our belief systems or perspectives.