wallofsam - There are some grayling in western US & Canada. Here is a post made by Ralph Tingley at MSU on michigan-sportsman:

My name is Ralph Tingley and as has been mentioned, I am conducting a study to examine whether habitat suitable for the Arctic grayling exists within Michigan. I was very happy to recieve support from the Paul H Young Chapter of TU and I am continuing my research this year at MSU. The project itself aims to help expand ways to examine habitat for threatened or locally extinct species, without immense time or cost. If you would like to know more about the project or the history of the grayling within Michigan, feel free to send me a message and we can chat. I like to know what interest lies within the state in regards to the Arctic grayling. Currently, no grayling are being raised within Michigan(to the best of my knowledge), but they were onced raised at the Grayling Fish Hatchery. Most of the streams above the Muskegon River were believed to support grayling historically, while only one stream (the Otter River) in the U.P. was known to. This was actually the last stream in Michigan to hold the species as well. The reasons for extinction of the species vary, but most likely have to do with many of the reasons mentioned in this thread.

The Big Hole River just north of Wisdom, Montana has a closely guarded population of Grayling. No fishing allowed , I believe.

I believe there are some in Colorado, but only in a couple of lakes.