As the other replies note, there are things. Many were destroyed though and so there is nothing to preserve. However much of North America lacks ready access to building materials that will last and so many of the natives built with organic goods that rotted away in a few decades and so there isn't much to find. You can find many flint arrowheads - but that only tells us when (about) it was made and since there are millions of them there isn't much to learn anymore.

Don't take the above as a sign that the natives were uninteresting or stupid. Just that they didn't leave much for us to learn from, both because they couldn't and because what they did was destroyed.