Here are some that I have read.
The Memories of Chief Red Fox
Son of Old Man Hat, A Navaho Autobiography
Black Elk Speaks, John G. Neihart
Ishi, The last of his Tribe, Theodora Kroeber
Lance and Shield, The Life and Times of Sitting Bull, Robert M. Utley (Great book)
Cochise, The Life and Times of The Great Apache Chief, Peter Aleshire (another Great book)
The Sioux Indian Wars, Cyrus Townsend Brady
The Crow Indians, Robert H. Lowie
I hope this helps.
Kevin