Counting Coup by Brian Thornton
In this story, there is the odd couple of Wash and Chance as they make their way through Cheyenne country at a time when the Cheyenne aren't happy to have people come through their country. They hole up with several other travelers in a train depot, taking shelter from a storm, when in comes a mountain of a man and his Cheyenne prisoner. Behind them, a Cheyenne war party who'd like the prisoner back. The mystery comes in when, in the middle of the dark of night, the prisoner disappears and one of the fellow travelers is found dead. Who dun it? Ask Chance and Wash, they'll figure it out.
In any event, the story is well written, fast paced, and the lead characters are well drawn though I do wish Mr. Thornton had taken a few thousand more words so we can get get to know them better. It's a fun read and recommended.