I read this book in the 1970s or early 1980s. It is fiction/fantasy about a man with amnesia (modern times of the 1970s or 80s) who through adventures eventually discovers that he is a shape shifter who morphs into the SW Native (Indian) god/entity the Thunderbird. I think there are two books in the series and I seem to recall a female protagonist who also turns into a Thunderbird and the two characters go off into the sunrise together, but don’t quote me on that! The cover art was intriguing. And the end was sad because to become Himself as the Thunderbird the guy with amnesia had to give up the self he had become while in human form.