They did build a couple of empires in the less than traditional sense. It seems all the indigenous North Americans were unable or unprepared to bend to the community good. The Mississippian Culture was a 'super tribe' and were subjugated by force. They were essentially a single tribe with a singular beliefs over a vast area. Perhaps the Mongols are a reasonable comparison.

The Iroquois nation was a federation of 5 independent tribes. Each tribe kept their religion and way of life-they even raided each other for members and territory. But they were absolutely aligned when it came to an outside threat. That one thing was the downfall of the North Americans. They were simply unable to ally themselves with anyone else for their common defense. If even the tribes now known as the Sioux had been united under a single leader it would have been very hard for the US to subjugate them.