Well, you could easily save pretty much any First Nations group by just not having them die out, but continue to exist as a small population in the modern US or Canada. The reason could be say, the Yahi of California are not killed off in such large numbers by European diseases and manage to maintain a sustainable population until it stops being socially acceptable to go around slaughtering First Nations people, and then have them get their own reserve, so as not to be assimilated by a larger group that dominates the reserve they're put on, and also have them not die in off due to bad living conditions on reserves. This way, at least some of their way of life is preserved.
To get a less sad and small result, just change anything in the migration period, and you can have completely different ethnic groups in Europe, say surviving Crimean goths or visigoths or have the Franks survive as a group rather than diverging into Dutch, French, and German.
There was a Slavic group called the Brodnici in Moldova as late as the 1250s (when the Hungarian king writes a letter detailing the Mongol tributaries he mentions them) and possibly later. Just somehow let them survive the Mongols and become a dominant force in the region of Bessarabia after they leave (this would entail gaining favour with the Hungarians and most likely being a puppet state, but it gives them the opportunity to assimilate
