There are two options available to the collector of books from this period - one is to try and source items as close as possible to that date (which can be difficult) or to source items with as much cultural import to these subjects. Let me explain the difference.
For the former, consider such works as Then and Now; or Thirty Six Years in the Rockies by Robert Vaughn. This volume is published in 1900 by the Tribune printing Company of Minnesota, and recounts Vaughn's experiences of exploration and homesteading in the Rockies, as well as some histories of the state of Montana (including many of the most influential events such as Custer and Little Big Horn, the Ghost Dance, the Nez Pearce War etc). This volume offers a wonderful insight into the times , especially as there can occasionally be found rare volumes of Then and Now which are personally inscribed and signed by the author Robert Vaughn himself!
Another such example of this first type of collectible book - that of the direct account, would also be Chronicles of Border Warfare, compiled by William Powers and William Hacker, but cited always as being by Alexander S. Withers. This volume dates back to 1831, and is printed by Joseph Israel of Clarksburg VA, and recounts many reflections, observations (and scare-stories) of encounters between the Whites and indigenous population of America. Although true first editions can be found of this volume, there is rarely one in very good condition, and so they can easily be picked up for less than five hundred US dollars.
Of the second sort of collectible volume on the subject, I mentioned the cultural import of the item over its antiquity. This is because much of the antiquarian texts of this period only come from one side of the conflict, and there are few accounts from the other side or contradictory views. It is perhaps a fitting example that we include here the complete Indian Tribal Series, which was a compendium work of magazine journals covering the history, culture, and life of each Amerindian tribe of the period, along with a solid silver medallion of the tribes' motif or identifying totem. It is very rare to find the entire collected set of editions and medallions together.
Downing, Clement. A compendious history of the Indian wars. T. Cooper: London (1737). Full title-A compendious history of the Indian wars; with an account of the rise, progress, strength, and forces of Angria the Pyrate
Hubbard, William. A Narrative Of The Indian Wars In New England. John Boyle: Boston (1775). Second Edition
Hoyt, E. Antiquarian Researches. Ansel Phelps: Greenfield, MA (1824). Full title-Antiquarian Researches: Comprising a History of the Indian Wars in the Country Bordering Connecticut River and Parts Adjacent
Withers, Alexander S. Chronicles of Border Warfare. Joseph Israel: Clarksburg, VA (1831). Full title-Chronicles of Border Warfare: Or a History by the Settlement of the Whites of North-Western Virginia and of the Indian Wars and Massacres in That Section of the State with Reflections, Anecdotes; Other author Victor Bergeron
Flint, Timothy. Indian Wars of the West. E. H. Flint: Cincinnati (1833). Full title-Indian Wars of the West; Containing Biographical Sketches of Those Pioneers Who Headed the Western Settlers in Repelling the Attacks of the Savages Together with a View of the Character, Manners, Monuments, and Antiquities of the Western Indians
Trumbull, Henry. History of the Indian Wars. Phillips and Sampson: Boston (1846).
Frost, John. Thrilling Adventures Among The Indians. J.W.Bradley (1850). Illustrated by W. Croome
Custer, George A. My Life on the Plains. Sheldon and Company: New York (1874). Full title-My Life on the Plains Or, Personal Experiences with Indians
Caverly, Robert B. Heroism of Hannah Dustin. B B Russell: Boston (1874). Full title-Heroism of Hannah Dustin Together with the Indian Wars of New England
Leeson, Michael A. History of Montana. Warner, Beers and Co.: Chicago (1885). Full title-History of Montana, 1739-1885; A History of its Discovery and Settlement, Social and Commercial Progress Mines and Miners, Agriculture and Stock-Growing, Churches, Schools and Societies, Indians and Indian Wars, Vigilanties, Courts of Justice, Newspaper Press, Navigation, Railroads and Statistics
Dunn, J.P. Massacres of the Mountains. Harper and Brothers: New York (1886). Full title-Massacres of the Mountains; a history of the Indian Wars of the Far West, 1815-1875
Bourke, John G. On The Border With Crook. Charles Scribner's Sons: N.Y. (1891).
Boyd, Orsemus B. Cavalry Life In Tent And Field. J. Selwin Tait and Sons: N.Y. (1894).
Miles, Nelson A. Personal Recollections and Observations of General Nelson A. Miles. Werner Company: Chicago (1896). Signed Edition
Vaughn, Robert. Then and Now. Tribune Printing Company: Minneapolis (1900). Signed Edition; Full title-Then and Now; or, Thirty-Six Years in the Rockies. Personal Reminiscences of Some of the First Pioneers of the State of Montana. Indians and Indian Wars. The Past and Present of the Rocky Mountain Country
Sylvester, Herbert Milton. Indian Wars of New England. W. B. Clarke Company: Boston (1910). 3 volumes
Manring, B. F. Conquest of the Coeur D'Alenes, Spokans and Palouses. John W. Graham and Co.: Spokane (1912). Full title-Conquest of the Coeur D'Alenes, Spokans and Palouses: The Expeditions of Colonels E. J. Steptoe and George Wright Against theNorthern Indians in 1858
Carter, Robert G. The Old Sergeant's Story. Frederick H. Hitchcock: New York (1926). Full title-The Old Sergeant's Story Winning the West from the Indians and Bad Men in 1870 to 1876
Larson, James. Sergeant Larson 4th Cavalry. Southern Literary Institute: San Antonio (1935). 300 copies
Spear, Elsa. Fort Phil Kearny, Dakota Territory 1866-1868. Author: Sheridan, WY (1939). Signed Limited Edition; 500 copies
Griffin, John I. Indian Tribal Series. Indian Tribal Series: Phoenix, AZ (1975). 35 volumes; 15,000 copies; Each volume is signed by a particular tribal leader; Volumes titles-Ponca, Modoc, Kikapoo, Quapaw, Kaw, Coushatta, Comanche, Southern Ute, Kenaitze, Anishinabe os the Minnesota Chippewa, Chitimacha, Narragansett, Potawatomi, and Wichita Tribes, the Eskimo People of Savoonga, The Three Affiliated Tribes (Mandan, Arikara, and Hidatsa), Mascalero Apache People, the Creek People, The Sioux People, The Choctow People, The Florida Seminole People, The Havasupai People, The Yakima People, The Oneida People, The Crow People, The Paiute People, The Cherokee People, The Papago People, The Hopi People, The Kalispel People, The Apache People, The Cocopah People, The Navajo People, The Chickasaw People, The Osage People.
Steffen, Randy. Horse Soldier 1776-1943. Oklahoma Univ. (1977). 4 volumes; Full title-Horse Soldier 1776-1943: United States Cavalryman: His Uniforms, Arms, Accoutrements and Equipment