United States  

Native Americans have many different types of limikkin or "skin walkers." The yenaldooshi from the Navajo tribes is also said to have the power to assume the form of a coyote or other animal. There are numerous tales of shapeshifting in Native American mythology, the most notable being prey animals such as buffalo and deer, and predators such as bears and wolves.

Thunderbirds are huge birdlike creatures described in the lore of several Native American tribes which in some tales turn into human beings

PtesanWi: a woman of Lakota legend, rumored to have appeared as a white buffalo.

Canada  

The shapeshifter here is the wendigo, also called the witiko.