In reading about the expansion of the United States to the west and the conflicts with various bands of natives, it seems like there were always members of one group or another who was willing and even eager to lend a few scouts to the US Army. The Army valued the scouts because it gave them an edge in tracking this or that group, and the lending band could potentially see a rival weakened.
I'm wondering if there were ever serious attempts to unite the Natives of the Plains in the same sense as, for example, the Iroquois Confederacy, which while not able to fully stave off European settlement expansion seems to have gotten on with them better, and doesn't seem to have been targeted for extermination in the same way as, say, the Sioux or the Apache. The US Army might still have been had an edge, but might have been forced to sign and actually follow more peace treaties.
The same thing that kept the Eastern tribes from uniting to stop European invasions: there were ancient, LONG-standing rivalries between many Native American nations, and the presence of well-armed outsiders offered a tantalizing opportunity to overthrow a traditional enemy. Playing on these rivalries was a matter of policy throughout both the British and American colonial projects. It's why American forces from Lewis and Clark to Custer had Native American scouts and suppliers. Occasionally, a charismatic leader would be able to form a coalition of tribes (King Philip, Pontiac, Tecumseh, Sitting Bull), but those coalitions did not long outlive their founders.
For the Plains specifically, you could start with Gump, The Dust Rose Like Smoke: The Subjugation of the Zulu and the Sioux. All comparative histories are a little wonky, but his section on the Sioux looks at the policy of playing different tribes against each other and will point you towards more specific sources.