Alvin M. Josephy, 500 Nations: An Illustrated History of North American Indians (New York: Alfred Knopf, 1994) -- An excellent overview of American Indian history
James B. McPherson, Battle Cry of Freedom: The Civil War Era (New York: Oxford University Press, 1988) -- Provides a context for understanding the Border War and the Civil War
L. G. Moses, Wild West Shows and the Images of American Indians 1883-1933 (Albuquerque: University of New Mexico Press, 1996) -- Makes clear not only that American Indians were used by Wild West shows but also that they used their experiences to help their people survive culturally
Francis Paul Prucha, A Bibliographical Guide to the History of Indian-White Relations the United States (Chicago: University of Chicago Press, 1977) -- Not for easy reading, but invaluable for research into the topic
Don Russell, The Lives and Legends of Buffalo Bill (Norman: University of Oklahoma Press, 1960) -- Still the best biography of William F. Cody
Robert M. Utley, Frontier Regulars: The United States Army and the Indian 1866-1891 (Bloomington: University of Indiana Press, 1977) -- The best one-volume history of the post-Civil War military West and the Indian Wars