Hi Thirza,
Valjean is correct. The Sun Dance has been isolated to Plains Indian religions (i.e. the Midwest), but has not been practiced elsewhere.
Anton Treuer is a great author to start learning about American Indians from, btw. I've read
Everything You Wanted to Know About Indians and also his
Atlas of Indian Nations, and highly recommend both.
Everything is a particularly quick read, and highly informative about the most pressing points everyone in America should really know about American Indians.