To begin, we read a creation story from the book "Keepers of the Night". This was a great intro to the legends and culture. "The Birth of Light" from the Yuchi. It is our only legend from the Southeast cultures.
Our first culture was the Eastern Woodland. We learned about where they lived, thier shelters, clothing, food, games, and a few of the tribes in the culture.
http://www.nativetech.org/scenes/ has some great pages with illustrations.
"Keepers of the Night" has three great legends from the Eastern Woodland cultures.
"How the Bat Came to Be" (Anishinabe)