There's a new (or newish -- I think it came out last year) documentary out about the depiction of Native Americans in the movies. It's called Reel Injun: On the Trail of the Hollywood Indian. It's made by a Cree filmmaker with the (iconic? ironic?) name of Neil Diamond.
The movie goes over territory treated in several books, including the landmark "Playing Indian" by Philip J. Deloria.
From first glance at the web site and trailers, it looks interesting (and fun) but seems not to touch the important depiction of Native Americans in the West German Winnetou movies -- or the East German Indianer films (or any other European contruct).
The National Film Board of Canada, which sponsored the movie, has a more sober trailer:
Interestingly -- the National Film Board also sponsored an earlier documentary -- "If Only I Were an Indian" (1995)-- that looks at Native American hobbyists in the Czech Republic.