
There are few blues songs that refer to Native Americans. I found some on the Saga Jazz compilation Cherokee Boogie : Indians and the Blues. Check out the title track by sax player and band leader Bullmoose Jackson :
Bullmoose Jackson - Cherokee Boogie (buy) (1951)
In prewar blues, Indians are often referred in verses about "Going To The Nation" and marrying an Indian squaw. "The Nation" or "the territo's" are Oklahoma, a state where the five "civilized tribes" (Cherokee, Cree, Chickasaw, Choctaw and Seminole) were deported in the 19th century. I found an interesting article by Chris Smith in the Cambridge Journals on the subject. The Indian nations are seen as a refuge from hard life and segregation.
Take this Bo Carter song from 1931
Bo Carter - So Long, Baby, So Long (buy) (1931)
But the irony of it all was that this optimistic dream was a mirage : Oklahoma, once a place where former slaves gained civil and property rights, had passed Jim Crow laws since 1903. Jesse James, in " Lonesome Day Blues", has realized that the Nation "is no heaven on earth" :
Jesse James - Lonesome Day blues (buy) (1936)