In Alan Gribben's _Mark Twain's Library, A Reconstruction_ there
is a lengthy entry for the various marginalia Clemens wrote in
his copy of Richard Irving Dodge's _Our Wild Indians_ (American
Publishing Co. 1883).  Among Clemens's comments on the Indians'
religion:

~~~~~
We have to keep our God placated with prayers, and even then we are never
sure of him -- how much higher and finer is the Indian's God.

Our illogical God is all-powerful in name, but impotent in fact; the Great
Spirit is not all-powerful, but does the very best he can for his injun
and does it free of charge.

~~~~~

On a separate angle, is there any authenticity to the yarn that
appeared in the Washington Post of Jan. 19, 1895 reprinting
a story from the New York Herald -- a story of circus Indians
on horseback visiting Clemens in Hartford.  Online at:

http://users.htcomp.net/bschmidt/twain-indians.jpg

Barb