The American Indians is a nice series introduced in the late 90's. I recently came to posses 8 of these volumes, and though I haven't read them thoroughly yet I have flipped through them and they seem very well done. There are lots of nice pictures and illustrations and they seem pretty thorough.
Be careful if you are buying these, though; the original series was bound in a deep red leather with nice illustrations on the cover; the newer printings have a bland white cover instead of the leather. Also, the names of some books have been changed (Native American instead of American Indian and othre political corrections) so watch out for variants.