The Louisiana Purchase gave way to five territories along the Red River. Here are links to some of the congressional papers that explain how these territories were settled, governed, and how the native people reacted and interacted to the Americans.
Territory of Orleans: 1803 to 1812, volume 9
The Territory of Orleans became the state of Louisiana in 1812. Volume 9 of the Territorial Papers includes correspondence explaining actions, surveys, and more about this very populated region. The northern .and western borders of Louisiana would not be properly surveyed until around 1819.
The Missouri Territory encompassed all land north of the state of Louisiana, east of the Mississippi River, and west to the Rocky Mountains. When the state of Missouri formed in 1820, it was subject to the "Missouri Compromise" line that divided the Louisiana Purchase into legally non-slave holding areas (north of the 36th parallel) and potentially slave-holding regions (south of the 36th parallel). While Missouri sits north of this boundary, it entered the Union as a slave state due to this compromise.
Volumes 13, 14, and 15 detail correspondence between Indian agents and government personnel, and include dealings with the Osages, Caddos, and Quapaws.
Arkansas Territory was carved from the Missouri Territory by 1819, after the signing of the Adams-Onis Treaty that detailed boundaries along the Red River. The western portion of the territory was then further carved into the Indian Territory by 1824 (officially in 1834) as a place for the displaced "civilized tribes" east of the Mississippi River -- the Choctaws, Chickasaws, Creeks, Seminoles, and Cherokees -- to have a homeland comparable in size to the land they were forced by the states of Georgia, Alabama, Mississippi, Kentucky, and Tennessee to relinquish.
The southern portion of the Arkansas Territory / Indian Territory, which is flanked by the Red River, was an international border with Spain (until 1821), Mexico (until 1836), and Texas (until 1845). Its situation as a border region brought many refugees to the Red River valley, as people from the Shawnees, Delawares, Pawnees, and other tribes had been forced out of their homelands without a negotiated re-settlement offer. This led to a real clash of cultures along the Red River Valley, which the Arkansas Territorial Papers provide great insight into.
Arkansas entered the Union as a slave state in 1836. Its adoption is the main reason why Texas did not join the Union in 1836; the Missouri Compromise of 1820 demanded that there be an equal number of slave and free states in the Union. Since Texas wanted to enter the Union as a slave-holding state, its request was rejected. Texas joined the Union as a slave state in 1845, which sparked a three year war with Mexico, leading to the Mexican Cession of 1848 (today's Utah, Colorado, New Mexico, Nevada, Arizona).
Indian Territory: 1834 to 1907.
When the western portion of Arkansas Territory was carved into "Indian Territory" in 1824, it did so at first to accommodate the Choctaws, whose signing of the Treaty of Doak's Stand (1820) initiated the decade's long removals and resettlement from their homelands to lands in the Louisiana Territory. As this area was actually the territories for the Comanches, Caddos, and Wichitas, the Choctaws (and by 1852/1855, the Chickasaws) acted as "buffers" between the increasingly hostile tribes and the increasingly emboldened Anglo-American settlers.
Both the Choctaws and the Anglos introduced chattel slavery into the Red River Valley above the Great Raft the Red River (Louisiana had been practicing chattel slavery for decades prior). However, a fair portion of settlers, both Indian and Anglo, did not own slaves; they were political Whigs who pushed for industrialization instead of plantations. These disparities led to major fractures that cam to a head in the Civil War and afterwards, too.
In 1834, the Indian Intercourse Act established Indian Territory officially. It existed until 1907. The federal government did not establish an oversight of this territory, though. The Choctaws, Chickasaws (after 1855), Cherokees, Seminoles, and Creeks managed their own nations.
Since the Choctaws and Chickasaw nations borders the Red River Valley, I focus on their histories, but much of their national papers have not been digitized yet. The Choctaws maintain a list of treaties online; Family Search (Mormon) has a list of the Chickasaw and Choctaw genealogical records, and the Oklahoma Historical Society holds their archives.
Link to the 1820 Map of territories: https://www.loc.gov/item/2008622175/