I'm about halfway through Cahokia Jazz by Francis Spufford and it is absolutely right up my alley. It is set in 1922 in an alternate US where things went differently during westward expansion; the tribal Kingdom of Cahokia, roughly the area around St. Louis MO, became a US state in the late 19th Century, Dinetah (Navajo country) and Deseret (Mormon country) are still their own polities, and the White Russians are fighting Communist Russia over what became Alaska in our timeline.