Rescued her father after an enemy tribe shot his horse
Brown Weasel Woman
Running Eagle, aka Brown Weasel Woman, was a Blackfoot woman  who rescued her father after his horse was shot by an enemy tribe. The name Running Eagle was bestowed upon her for her bravery, and she was invited to join a warrior society, and acted as a female war chief. She was eventually clubbed to death by members of the Flathead tribe in 1850 when she was caught trying to steal their horses during a battle.
An Oglala Sioux named Running Eagle participated in Battle of the Little Bighorn. He should not be confused with the aforementioned Running Eagle.