The Mennonite Library and Archives at Bethel College has a surprising collection of sources related to Native American history. This is mainly the result of Mennonites having done mission and service work in connection with various Native American groups starting in 1880. This means that the focus is mainly on Cheyenne, Arapaho, and Hopi.
Some material has been digitized. Some is available only in print form.
The listings here are a very incomplete list (and links) of the sources available.