Since you're interested in stories on a tribe-by-tribe basis, I'd recommend starting with the website Native-Languages.org compiled by Orrin Lewis and Laura Redish. They have a page for every Native language and tribe in North America, and each of these has a recommended book list as well as a guide to important characters from their religion and folklore. (The site also has a general booklist.)

So for example, if you wanted to learn about Menominee legends and culture, you can check out the reading lists on the Menominee Culture and History page and on the Menominee Legends page. Both of these are linked to from the main Menominee language page. In addition to the reading recommendations, the Legends page also has a linked list of major figures from Menominee stories. These include central figures who are nevertheless much less well-known than popular figures from other belief systems like Coyote and the Wendigo. If you click on a character's name, you'll be brought to a disambiguation page that lists their appearances in related mythologies.

So for example, the Menominee Legends page mentions Nokomis, the grandmother of Manabush. When you click through to the page specifically for Nokomis, you see her names and stories from traditions other than the Menominee. There is also a reading list specifically for her, which includes non-Menominee recommendations such as collections of Ojibwe stories that you wouldn't find on the Menominee page. Nokomis doesn't have a very extensive reading list, but some figures have longer ones because they feature prominently in multiple mythologies, such as Manabush (listed under the Ojibwe spelling Nanabozho).

The website is no longer really updated, so a lot of the links on these pages are broken. But you can search for the titles on Google and find most of the books recommended. Since there are hundreds of North American tribes and you're interested in works on a tribe-by-tribe basis, it's hard to give a more specific recommendation than a directory like this.

I would recommend starting with works published by the University of Nebraska Press. Looking over my library of materials from my graduate coursework on Native American folklore and religion, nearly half of the books are published there.
https://www.nebraskapress.unl.edu/search/?publisher=&category=NBPNAIS
A lot of their strengths are in the tribes of the Great Plains, but they do have more than that.

You might also look at the scholarship of Barre Toelken, Jason Baird Jackson and David Delgado Shorter among others.

With Indigenous spirituality in North America, Its really important to avoid pan-indigeneity, so a lot of compilations of several Nations' folklores are often problematic as sources. Often, your best bet is to go directly to the source by checking the web resources for specific Indigenous Nations in your region. Many of them have online libraries or reading lists available for free. Its also important to recognize that the most correct sources are often not peer-reviewed university press published works. As a Canadian, I find resources like https://native-land.ca/ to be really helpful for studying the beliefs and practices of the territory I'm living on.

If you are interested in "the folklore and religions of all the Native American tribes" [emphasis mine], I don't think you will be well served trying to find it in one book. Generally speaking, if you want comprehensive treatment of tribal beliefs, you will need to look at the specific literature on that group. I think you would be better off picking out a group/tribe/nation and then looking at the ethnographic/folklore literature for that group. For example, I haven't seen a better treatment of native religion than Thomas Buckley's Standing Ground: Yurok Indian Spirituality 1850-1990.

There are some series, like the Smithsonian's Handbook of North American Indians, where you can find some folklore/religion information in a well edited and presented format but it is going to be general and brief - and the Handbook is about 20 volumes.

It's specific to the Southern Paiutes (and to a very small extent, the neighboring Utes), but I would heartily recommend Southern Paiutes: Legends, Lore, Language and Lineage by LaVan Martineau. I knew one of the people consulted for its writing, and it's a very well done coverage of Southern Paiute lore, customs, and the language itself.

Realize that religion and spirituality is often indistinguishable from other aspects of life and start looking for books on governance or culture. The most important sources I've found over the years have been books like "wisdom sits in places" or books on law and history.