Which group of native americans attempted to flee united states territory to live in canada?

If I recall correctly it wasn't an entire tribe, but rather a smaller group of people lead by Chief Leader Sitting Bull. One year prior to their attempted fleeing of US territory, the Battle of Little Big Horn took place in Montana against the 7th Cavalry which resulted in the deaths of George Custer and five troops. It was Lakota and Northern Cheyenne who fought. Sitting Bull feared retaliation for their victory and that's why they were trying to leave. I think they were called the Hunkpapa Lakota, a branching of the Native Lakota. I hope this helps somewhat.