That's sort of the process we had to get the bengal (hybrid asian leopard cat and housecat), which is considered a domestic cat after 4 generations.

Same thing has been done with servals ("savannah cat"); I can only imagine how awesome/terrifying it would be with other lesser wild cats, although I think there are enough differences between the great cats and domestic cats to make it difficult/impossible to do naturally (tiger/cat or leopard/cat cross).