Many whites ran away from settlements to live with Indians. They were executed for it if they could be captured back.   Many children captured by Indians that survived, also remained with tribes by choice.   No doubt Crazy Horse had some European blood, despite his tribe not encountering whites until he was a child.  The earliest "settlers" moving through Sioux country believed he was a captive.   

I have Mari Sandoz biography of Crazy Horse, and it is wonderful.