Question should be fairly obvious. :)
Of course, practically every tribe along the US-Canada and US-Mexican border has relatives on both sides, so historically you would have intermarriage, trade, shared ceremonies, and warfare. Many tribes have moved back and forth across borders, and historically land has been annexed by the US (Alaska in 1867, Gadsden Purchase in 1853, SW US inc. California in 1848, etc.).
In the early 20th century, the US allowed the Pascua Yaqui tribe to settle within the US because the Mexican government was hunting them down to extinction.
In the 1860s, starving bands of Lakota and Dakota people fled the US into Canada and today live in Manitoba and Sasketchewan. In 1887, Tsimshian people left their home in Metlakatla, British Columbia, under the leadership of Anglican missionary William Duncan to found Metlakatla, Alaska.