- Native in Literature - 1987 (editor)
- An Anthology of Short Fiction by Native Writers in Canada - 1988 (editor)
- Medicine River - 1990
- All My Relations - 1990 (editor)
- A Coyote Columbus Story - 1992 (Illustrated by William Kent Monkman) (nominated for a Governor General's Award)
- Green Grass, Running Water - 1993 (nominated for a Governor General's Award)
- One Good Story, That One - 1993
- Borders - 1993
- Coyotes Sing to the Moon - 1998 (Illustrated by Johnny Wales)
- Truth and Bright Water - 1999
- Dreadful Water Shows Up - 2002 (under the pen-name of Hartley GoodWeather)
- The Truth About Stories - 2003
- Coyote's New Suit - 2004 (Illustrated by Johnny Wales)
- A Short History of Indians in Canada - 2005
- A DreadfulWater Mystery - 2006 (under the pen-name of Hartley GoodWeather)
King also wrote
The Dead Dog Café Comedy Hour which aired on CBC Radio from 1997 to 2000, and its sequels, which aired in 2002 and 2006.