In "A New Voyage to Carolina", John Lawson, British Surveyor-General of North Carolina, asserts that some natives once attempted to journey themselves all the way to England as an attempt to cut out the middle man in the selling of their pelts :
They seeing several Ships coming in, to bring the English Supplies from Old England, one chief Part of their Cargo being for a Trade with the Indians, some of the craftiest of them had observ'd, that the Ships came always in at one Place, which made them very confident that Way was the exact Road to England; and seeing so many Ships come thence, they believ'd it could not be far thither, esteeming the English that were among them, no better than Cheats, and thought, if they could carry the Skins and Furs they got, themselves to England, which were inhabited with a better Sort of People than those sent amongst them, that then they should purchase twenty times the Value for every Pelt they sold Abroad, in Consideration of what Rates they sold for at Home. The intended Barter was exceeding well approv'd of, and after a general Consultation of the ablest Heads amongst them, it was, `Nemine Contradicente', agreed upon, immediately to make an Addition of their Fleet, by building more Canoes, and those to be of the best Sort, and biggest Size, as fit for their intended Discovery. Some Indians were employ'd about making the Canoes, others to hunting, every one to the Post he was most fit for, all Endeavours tending towards an able Fleet and Cargo for Europe. The Affair was carry'd on with a great deal of Secrecy and Expedition, so as in a small Time they had gotten a Navy, Loading, Provisions, and Hands ready to set Sail, leaving only the Old, Impotent, and Minors at Home, 'till their successful Return.
The Wind presenting, they set up their Mat-Sails, and were scarce out of Sight, when there rose a Tempest, which it's suppos'd carry'd one Part of these Indian Merchants, by Way of the other World, whilst the others were taken up at Sea by an English Ship, and sold for Slaves to the Islands. The Remainder are better satisfy'd with their Imbecilities in such an Undertaking, nothing affronting them more, than to rehearse their Voyage to England.
They never hearing more of their Fleet.
The anecdote seems to not have a lot of specific details, regarding any names or tribes, beyond that we can assume that this related to North Carolina. Are there any other sources to confirm this story?