Horse using Indians practiced animal husbandry and bred and trained their own horses from a very early time.  Among the most famous and recognizable breeds were the famous Appaloosa Horse of the Nez Perce. All the plains and plateau tribes built their culture around the horse.  However, you never really had enough horses since a big part of your wealth was in horses.  So they turned to the fine old art of "rustling" or maybe just stealing horses to augment their herds.  Any source was fair game, including the U S Army Cavalry.