I'm going to have to disagree with /u/bug-hunter on his first point. He mentions Tecumseh's Confederacy and while that gets a lot of press, it's not actually the best example of a pan-Indian anti-US confederacy. For that, let's turn the clock back a bit further to the very first phase of the Indian Wars - the Northwest War for control of the Ohio.

As the United States was celebrating their victory in the revolution and laying the foundations of their Republic, in the west another new nation was taking shape in 1784. The Western Confederacy was the brainchild of Wyandot diplomats who brought together representatives from all the nations between the Ohio River and the Great Lakes, to form a single council based at Upper Sandusky, Ohio. Among their first official acts was to send a letter to the new US congress requesting that the US stop sponsoring surveyors into the Ohio Country (which the US was planning on dividing up and giving away bit by bit to pay off the veterans of the Revolution) until a conference could be held between representatives of the US and the Western Confederacy to discuss permanent borders between the two nations. The Confederacy had the nominal support of the British at the time, who were eager to have an Native nation to serve as a buffer between their interests and the US's.

Unfortunately the US didn't halt the surveying or the flow of settlers across the Ohio, which sparked various border skirmishes and ultimately resulted in the US sending an army against Kekionga (now Fort Wayne, Indiana), the "capital" of the Miami - a significant military player in the Western Confederacy. Had the US temporarily halted settlement of the Ohio until formal borders could be established, such a policy would have set quite a different tone for further US-Native diplomacy. Of course, it's unlikely that they would actually considered doing so since expansion in the Ohio Country was a main reason the Revolution happened in the first place (the Proclamation of 1763 had but significant restrictions on expansion beyond the Appalachians and the colonists weren't happy with it). So this is a potential, but unlikely turning point.

The US army, made up predominantly of state militia from Pennsylvania and Kentucky, along with the remnants of the old Continental Army from the Revolution marched north to Kekionga, and suffered one of the most significant defeats in US history. In terms of losses to the total US war machine, nothing really comes close since the army represents about a third of all US ground forces at the time and was almost completely wiped out in two battles against the Miami. These defeats forced the US to reconsider its stance on the standing armies, and pushed the US expansion back for years.

Washington dispatched diplomats to sue for peace. And here we come to another significant turning point in the war. The US was admitting defeat here. The Western Confederacy had won. Unfortunately, the diplomats were killed on their way to Upper Sandusky, an the opportunity to formalize a new peace between the Western Confederacy and the US was lost. Had they actually reached their destination and accomplished their goals, the US potentially would have been forced to recognize the sovereignty of a large, independent Native nation on its western border. This could potentially changes how the US legally views all Native nation; no "Domestic, dependent nation" status (which viewed Native nations as wards of the federal government, subject to federal whims) would mean there's no Indian Removal Policy in the future. Geting rid of the whole concept as "Domestic, dependent nations" would go a long way in altering US-Native relations.

What really happened instead, with a peace treaty, is that the US built up a new army, the Legion of the United States, four years after the initial battles of the war. Mishikinikwa (better known as Little Turtle), who had been the military commander for the Miami against the earlier US army and one of three top military leaders of the Western Confederacy as a whole, led some exploratory skirmishes against the Legion and decided that he wouldn't be able to defeat them. He resigned his post and encouraged a peaceful resolution. The other two military leaders optioned to go head-to-head against the Legion instead. The two armies met in the Battle of Fallen Timbers, near modern day Toledo, Ohio. Out-numbered, the Confederacy's army quickly retreated to a more defensible location with minimal loss of life on either side. That more defensible spot was Fort Miami, a British held fort in Ohio. As I mentioned earlier, the British were nominal allies of the Confederacy and they had hoped the British would 1) let them in for protection against the Legion, and 2) join the fight. The British however weren't prepared to start another war with the US just yet and were concerned that letting the Confederacy into the fort would spark that war. Caught outside of the fort with the Legion approaching, the Confederacy surrendered. It took another year before the Treaty of Greenville was signed, officially ending the Northwest War.

Check out Colin Calloway's The Victory with No Name: The Native American Defeat of the First American Army for more information about the Northwest War.

Also, just for fun, you might be interested in this post I made over at /r/HistoryWhatIf regarding "Was there anything that the Native Americans could have done to fight back?", where I discuss points in time where history could have easily gone differently resulting in the complete collapse of the English colonial enterprise before we even get to the US.

There are three broad outcomes:

• Indians win, and the colonies/US are unable to expand Westward.

• Indians gain political power and integrate into the US.

• Indians lose.

For #1, this was pretty much no longer possible after the French and Indian war, as Britain stationed troops to protect the frontier. The proof here is that Tecumseh's Confederacy couldn't even win a campaign, much less do the hard work of rolling back expansion. The tribes never were able to supply themselves well enough to sustain fighting (accounts of the Indian wars in the west are replete with tales of tribes winning a battle only to have to run and surrender when they ran out of food and ammo).

Option #2 was probably doomed once the Iroquois Confederacy split over the question of supporting Britain or the US in the Revolutionary War. Even then, it would be a massively outside chance of happening, given the biases involved. The value of land and minerals was simply too tempting.