This was the first legend I found and the most complete. Spanish-speakers are encouraged to go and read the eerie similarities between the story and S2:
There was a kind-hearted herbalist healer (an elderly wise man in some versions). A woman with an ill infant comes to see him, finds him dead in his house and exclaims something along the lines of "May your soul become a jaguar to avenge your death!" (in other versions of the story, it's a prayer for the man's soul). With that, her daughter is miraculously healed. From then on, certain men are killed by a black jaguar in very public places, but the jaguar never harms anyone other than his intended victim, and later on a connection between the victim and the healer is invariably discovered. There's one example of a death occurring at a communal dance, with the victim begging for forgiveness before they are executed by the beast. Then the legend ends with the assurance that the black jaguar is still out there, looking for the remaining murderers or their descendants.
Other versions morph the ending and have the black jaguar become, after its vengeance has been fulfilled, a punisher of murderers and evildoers.
Geographical Location and Cultural Origin:
The Argentine northeast, Guaraní tribe.
(Includes a short version of the previous story along with different legends where jaguars are involved, several of which involving shapeshifters)
Note that the jaguar was often (erroneously) called a "tiger" and that makes legends and myths hard to discern and find.
It's interesting to note that when it comes to legends regarding men who shapeshift into jaguars, they're almost always referred to as evil warlocks to be feared and not as weapons of vengeance against murderers. It strikes me that Teen Wolf may have come up with the word "kanima" to create an entire type of shapeshifter within the show's mythology based purely on that one legend.
From the very helpful quodpersortem, I got this line. It is attributed to "Het Weerwolfhandboek" ("the Werewolfhandbook"; orig. Dutch by Jack Didden and Paul van Loon). Note: the spelling difference. Kanina versus Kanima.
Kanina: The kanina is an evil spirit that houses in the body of a jaguar. Often he is sent out to kill unpunished murderers.
Also from the Quechua language, we have the Runa-Uturuncu (Wikipedia article in Spanish) which is a more stereotypical shapeshifter: it's a person who makes a deal with the Devil and carries around a tiger/cougar/jaguar skin (Quechua and Spanish are terrible at differentiating the diverse types of big felines) and when they roll around on the skin, they are able to become a tiger/cougar/jaguar.
The most commonly depicted activities these people engage in are stalking the countryside to devour innocent folks (there's a clear preference for people who are alone in woody paths), though some legends entwine them with more traditional vampire myths. The telling sign of a Runa-Uturuncu is the fact that their pawprints have five digits, rather than four. Some sources depict them as bipedal.
They are said to return to their human form upon dawn. The cure is said to be "kissing them all over their bodies" (FIC IDEA GO!) and they're supposedly vulnerable to regular bullets.
In brief, a nagual (or nahual) is a witch/warlock who can take on the form of different animals depending on the day they were born (each day of the year had a specific animal associated with it). The nagual wasn't a werecreature with powers, it was primarily a magic-user who could turn into one or several different animals as "proof" of their powers. In communities they served the role of witch-doctors, wise people or, if they were ill-tempered, they were feared and shunned. Their powers were varied, they were said to be able to curse and remove curses, to heal and harm, and were associated with the Aztec religion.