I found this little guy lost in the Nether, not really sure how he ended up in there but since I had some fish on me I tamed him and now I have a new friend.
Portal near a village, most likely.
Cats spawn in randomly near villages, and can despawn, so it's only a matter of time if there's a spawnable surface in reach of a portal if it's in or next to a village.
Once in the nether, it unloads before it despawns and waits for you.