Not exactly a cryptid, but the Ojibwe story about why they moved west is... Kinda compelling. If I understand correctly, the story goes that they were warned by a being which appeared like a cowrey shell that they had to move west if they wanted to preserve their cultural identity because pale skinned people from the east would soon arrive from the sea and attempt to keep them from their traditional way of life.

I guess there's always the chance that it was pure coincidence or that someone made something up to explain their movement after the fact, but it's kinda compelling imo.

If anyone who's from the tribe wants to further explain or correct any misunderstandings, please do! I'd love to hear more about it.