We've previously touched briefly on what great game fodder alternate histories can be, and noted at length that you can easily hide an alternate history in the dimly shadows of the world's established story. Regardless, the best alternate histories need compelling characters: why not start with the King of the Wild Frontier? Almost everyone knows at least a little about Davy Crockett, the famous Tennessee mountain-man who is for all intents and purposes one of the first and most-worshiped gods associated with the American frontier: a man who helped define the spirit of the West.
LOST NATIONS
David Crockett was born in 1786 what is now eastern Tennessee. At the time, the area around his family's home was part of the largely forgotten independent State of Franklin (also known as Frankland), a briefly autonomous semi-nation whose failed bid for U.S. statehood under the Articles of Confederation eventually paved the way for the creation of both Tennessee and Kentucky. Crockett's grandfather (also named David Crockett) was killed by Cherokee raiders during the Chickamauga Wars. His father was an influential member of the Overmountain Men, a Revolutionary War Era Appalachian militia that fought both the British and their Native American allies to secure Anglo-American settlers' hold on what was to become the Western frontier of the United States.
Though the famous song suggests that young Davy killed a bear when he was a toddler, the historical Crockett didn't actually begin his career as a hunter and trapper until he was eight. He spent his early teen years living on his own, helping develop the skills that would make him a legendary frontiersman, and was a legend in his own right by his early twenties. Crockett was first elected to the U.S. House of Representatives in 1826, where his antics became nearly as legendary as his tales of life on the mountainous frontier. 10 years later, his death fighting for Texas helped make him immortal. He died as he was born: in a frontier nation striving to join the United States.
At least that's the official story.
DAVY CROCKETT: SECRET AGENT
There's nothing to prevent you from using the real Davy Crockett in a historical game set in the late 18th or early 19th centuries, though Crockett's reputation as a hyper-capable scout and marksman could be mixed with the relative dearth of information about his early adulthood to suggest that he was pressed into service as a kind of secret agent by the young American government. Crockett came of age just as the young United States found itself locked in its first major overseas military adventure, the First Barbary War (entertainingly detailed in this book). A man of Crockett's talents would have been an immense (if undocumented) boon to the small force of Marines and Arab mercenaries who helped bring the Americans their first real victory against a foreign army overseas, an event still hailed in the Marine Hymn's reference to "the Shores of Tripoli." If you're willing to cast General William Eaton's rag-tag band of operatives as a sort of proto-OSS, why not go one step further and make them part of a Culper Ring that secretly survived the Revolutionary War?
Admittedly, it may be a bit of a stretch to set young Davy Crockett against the dastardly Corsair Princes of North Africa. Crockett (and secret agent colleagues?) could just as easily be used to oppose the infamous Burr Conspiracy, ultimately disrupting Burr's supposed attempt to usurp the American claim to a vast territory stretching from Ohio to Mexico and set up his own nation. You could also give Mr. Burr more sinister overtones, and indicate (as some actual scholarship does) that he eventually planned to invade and conquer the fragile USA with help from a Spanish monarchy angered that Napoleon had sold the immense Louisiana Territory to Thomas Jefferson, even though the Spanish had never actually ceded the land to France!
If you don't want Burr to be the Blofeld to Crockett's Bond, you could instead pit him against the traitorous General James Wilkinson, a real-life Burr ally who was eventually exposed as Spain's "Agent 13." or have him face the infamous brawler (and keen businessman) Mike Fink. If it's good enough for Walt Disney (who set Crockett and Fink against each other in the 1956 film Davy Crockett and the River Pirates), it's probably good enough for the game table.
KING OF THE WILD FRONTIER
The circumstances of Crockett's birth and death could easily be lent supernatural significance to give your game superheroic (rather than secret agent) overtones. There's something to be said for the fact that both Franklin and Texas have been engulfed by the United States since Crockett's day, and Crockett could certainly be considered a kind of avatar of the American spirit. You could easily team Crockett with some other early 19th-century folk heroes (perhaps including a plant-controlling Johnny Appleseed?), and make him part of a quasi-Avengers. You don't need to give the legendary Crockett any super powers of his own, but if you're going to follow me this far, why not go all the way?
Although three generations of Crocketts (including Davy) were noted historically as Indian fighters, Davy eventually became one of the few allies Native American tribes had in the U.S. Congress, vehemently opposing Andrew Jackson's Indian Removal Act. Of course, Crockett was born on lands once claimed by the Cherokee, who held the spirits of the hunt in great esteem. It's not much of a stretch for an alternate Crockett to have been somehow mystically linked by birth to the Cherokee hunter spirit Tsul Kalu (which, by description, is essentially Sasquatch), though he could have just as easily gained the great manitou's favor during the American war against the Creek (then enemies of the Cherokee) in 1813.
This might simply explain Crockett's ultra-competence, though it could also be used to make Crockett a 19th century pastiche of the Incredible Hulk: the human and essentially heroic frontiersman working to keep the wild impulses (and massive form) of the hulking and uncontrollable Tsul Kalu under control. King of the wild frontier, indeed.