There are some interesting stories about the Mandan Indians which may relate to this. I think someone on the Lewis and Clarke expedition had a Welsh speaker who commented on linguistic similarities, and they also had a different cultural organization than other Indians.
The Mystery of the Mandanas
http://100777.com/node/373
Origins of The Mandan (written by a purported descendant of Madoc)
http://www.sacred-texts.com/bos/bos217.htm
That Mandan is not Welsh
http://www.languagegeek.com/siouan/mandan_is_not_welsh.html
Setting the Record Straight About Native Peoples: Norse and Welsh Explorers
http://www.native-languages.org/iaq10.htm