TNT is currently airing "Into the West," a phenomenal miniseries from 2005. A historically-accurate story of two families—one white settlers, the other a Lakota—and how events of the day impact and intertwine each.
If you can, record them and watch them in order. The early episodes are especially compelling. Here is the trailer.
UPDATE: The menu on my DirecTV isn't explicit about the order of the episodes. This is the proper chronological order:
Episode 1 - Wheel to the Stars
Episode 2 - Manifest Destiny
Episode 3 - Dreams and Schemes
Episode 4 - Hell on Wheels
Episode 5 - Casualties of War
Episode 6 - Ghost Dance