It looks like threaded hole. This would lead me to believe that it's not work done by Native Americans. Not sure what it is though.
Definitely looks like a threaded hole. I agree with Mike, in the fact it's not Native American. What kind of material it is might be a clue as to what it is. It doesn't appear to be a hard stone?
How heavy is that last one? It appears to look like Hemotite? It is definitely an artifact. It's well ground and polished somewhat. Another example of a stone hand tool. Nice find!
OK, so asking on an artifact forum that Ohiosam recommended, a couple members thought the "threaded hole" is an actual fossil from what they called a crinoid, sea "animals with rough, spiny surfaces and a special kind of radial symmetry based on five or multiples of five."
http://www.kgs.ku.edu/Extension/fossils/crinoid.html
After re-examining the hole I determined the rings actually do not spiral down but are single continuous rings which would support the idea of them being a crinoid.
Thanks for the help Ohiosam!!
Abrasion of the hematite produces a fine bright red powder than can be mixed with oils or fats to make paint - for decorative purposes, especially on bone, wood and leather artefacts; on pottery; for ceremonial use; as war paint on faces, bodies and horses etc.