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Multiple Native American groups have legends relating to sky people, most commonly they are tied into creation narratives. The Black foot mythos assign personnas to various heavenly bodies, which is not unlike other World cultures. The first sky being was 'Natosi' personified by the Sun, other Gods and Goddesses were personified by the moon and morning star. The race of the Sky people was represented by the myriad of heavenly bodies - the stars. As per their Mythos they had / have their own society above the clouds, they were the "Above People".
The lore of the Ojibwe or Chippewa as they are more commonly known contains the story of the Woman who fell from the sky - she was one of the "Above People"
When she became pregnant she fell out of heaven. Some stories state that the tree of life was uprooted and she fell through the hole which would draw some paralells with the Judeo-Chruistian creation narrative. [This story however may date from after Chippewa contact with Chistians which could have influenced the narrative.] The Iroquois and other native groups have similar myths.
The State Historical Society of Wisconsin collected Native Legends back in the 1930s. Wisconsin historian Charles Brown recorded many of these stories for future generations, among those tales was an peculiar story of a man who fell from the Sky.
"Some Indians were walking over the plains when they saw someone sitting on the grass. It was a man. When they approached, he halted them by raising his hand."
'He said, 'I don't belong here. I dropped from above.' They wished to take him home with them. He told them to go home and clean the place where he was to stay. Then he would return with them. After they had done this, they came back for him. He was a nice-looking man, clean and shining bright. He stayed with them.
"Every day at sundown, he watched the sky. In a clear voice he said, 'Something will come down, I will go up.' He said that he had been running in the sky. There was an open place, he couldn't stop running, so he dropped through.
One day in the afternoon he said, 'Now it's coming.' Everyone looked up but they could see nothing for a long time. The man who had kept Sky-man at his home could see better than the others. He saw a brilliant star shining way up in the sky. The other Indians didn't see it until it came near the ground. They had never seen anything nicer in the world.
"Two men got a hold of it and pulled it down. Sky-man got into it. Then it rose and he was gone. They had tried to get him to stay but he said that he must go. He is up there yet. You can see him on clear nights." W Files Pg. 44