I would love a timeline where the dissolved Zaparozian host (dissolved in 1775) left Russia and settled in the Western US. Imagine a fledgling, protestant US expanding west and encountering an already established, Orthodox christian culture already trained in horsemanship and modern war. How would the cossacks have dealt with the West Coast natives, where would they have spread? I personally think that Montana would be ideal for a 18th or 19th century Cossack host.
Alternatively, what if the Tsar had seen the potential in the region, and actively colonized it with a Cossack Host or two?