Sioux tribe - McClure Family

I am looking for my female ancestor who was from the Sioux tribe. My grandmother told me they originated in Maryland and they used to call her Granny McClure or Gramma McClure. I have pictures dated back thru the family to the early 1800's and Granny McClure is in one of the pictures. It's interesting to see how much of the same features we have today. I hope you can help. I have been looking thru Ancestry.com but unable to find anything. From what I hear, when they did the federal census, native americans were not counted. - Lisa