I’ve lost the only key to my 2000 Mercury Cougar can I get one from the dealer with my Vin, #

SOURCE: ignition key needed for 1997 cougar

Your ignition cylinder can be replaced.
Without an original key, your only option is to have it replaced. (dont forget the trunk too)
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SOURCE: 2000 mercury cougar wont start

what is anti-theft light doing? It should come on solid for about 2 sec after you turn the key on then turn off. If it is flashing after this then it is not seeing the computer chip in the key and you have a PATS problem.

SOURCE: cannot find part wh176 670 , relay for 2000

This incredibly long site has a power window switch for $30+, couldn't find that part # though. Hope this is of some help. Good luck.
http://www.directfordparts.com/partlocator/index.cfm?action=getJointLocator&siteid=214290&chapter=&sectionids=3,2413&groupid=10005&subgroupid=20132&componentid=61823&make=23&model=Cougar&year=2000&catalogid=1&displayCatalogid=0

SOURCE: cougar 2000 leaks transmition fluid through dipstick.

Check the level and make sure it wasn't overfilled. (running, hot and in park) If the level is ok, look for the vent. It should be on top of the trans, maybe by the linkage. It should be covered by either a metal or rubber cap. That may be clogged.

SOURCE: 2000 Mercury Cougar Power door locks do not work on either door

Power door locks are on the same fuse as the alarm system. The fuse is located in the passenger compartment fuse panel under the steering wheel. There is a pull down lever that will release the fuse box. The fuse for the alarm system/locking system is #25. Yellow color and a 20 ampere rating.