AFS 11,917-11,918: Colonel Elwood L. Nye "Custer's Last Stand" Collection:
Two 7-inch tapes of a discussion of the Battle of Little Big Horn (Custer's Last Stand) spoken by Col. Elwood L. Nye, a cavalryman who investigated the battle and interviewed the last survivors. Possibly recorded at Colorado A & M College, Fort Collins, Colorado. Accessioned June 1962. (1 hour; LWO 3532).
Since I can't find a transcript or the audio on-line, I will have to assume that it might be useful.
For the horsey folks amongst us, here is a good article about Col. Nye: