Red Fox James, a Blackfoot Indian, rode horseback from state to state seeking approval for a day to honor Indians. On Dec. 14, 1915, he presented the endorsements of 24 state governments at the White House. There is no record, however, of such a national day being proclaimed. (Library of Congress)

1915. “Indians, American. Red Fox James at White House.” With the State, War and Navy building as backdrop. Harris & Ewing glass negative.

From http://www.shorpy.com/node/15173

One of the very proponents of an American Indian Day was Dr. Arthur C. Parker, a Seneca Indian, who was the director of the Museum of Arts and Science in Rochester, N.Y. He persuaded the Boy Scouts of America to set aside a day for the “First Americans” and for three years they adopted such a day.

In 1915, the annual Congress of the American Indian Association meeting in Lawrence, Kans., formally approved a plan concerning American Indian Day. It directed its president, Rev. Sherman Coolidge, an Arapahoe, to call upon the country to observe such a day. Coolidge issued a proclamation on Sept. 28, 1915, which declared the second Saturday of each May as an American Indian Day and contained the first formal appeal for recognition of Indians as citizens.  Indians were recognized as American citizens in 1924.

The first American Indian Day in a state was declared on the second Saturday in May 1916 by the governor of New York. Several states celebrate the fourth Friday in September. In Illinois, for example, legislators enacted such a day in 1919. Presently, several states have designated Columbus Day as Native American Day, but it continues to be a day we observe without any recognition as a national legal holiday.

Native Americans never receivedt a day, per se, but in 1990, President George H. W. Bush approved a joint resolution designating November 1990 “National American Indian Heritage Month.”

http://nativeamericanheritagemonth.gov/about/

In 2011, President Barack Obama issued a proclamation as well.

“From the Aleutian Islands to the Florida Everglades, American Indians and Alaska Natives have contributed immensely to our country’s heritage. During National Native American Heritage Month, we commemorate their enduring achievements and reaffirm the vital role American Indians and Alaska Natives play in enriching the character of our Nation.

THEREFORE, I, BARACK OBAMA, President of the United States of America, by virtue of the authority vested in me by the Constitution and the laws of the United States do hereby proclaim November 2011 as National Native American Heritage Month. I call upon all Americans to commemorate this month with appropriate programs and activities, and to celebrate November 25, 2011, as Native American Heritage Day.