Professionally-made powderhorns from domestic cattle and oxen were in fact traded to natives and plainsmen, but buffalo powder horns were also known. I don't know, but I suspect a lot of these were made "in the country." We know people were restocking rifles at the posts and forts of the far west, and I think we can infer that cobbling together a powderhorn would not be a great feat.
Alfred Jacob Miller showed people wearing buffalo powderhorns in several of his paintings and drawings. This one, "Hunting Elk in the Black Hills," shows one on the man in the foreground:
There is a dandy buffalo powder horn neatly illustrated on page 23 of
The Mountain Man's Sketchbook, Volume 2. It has an octagon-faceted tip, and a simple base plug with a rounded staple for the carry strap. This horn from western Canada (now in the national Museums of Scotland) also has an octagonal spout, but the facets are also seen on the body of the horn:
That flathed wood screw in the base is ugly as $#*!, but it is functional and it was surprisingly common on 19th century horns. I recently finished this buffalo powder horn, and used a wood screw. Ugly, but authentic:
Mine is a copy of an original I found pictured online. I tried to copy it as closely as possible. I used cherry for the base and finished it with walnut Danish oil. I also used old-timey square brads to secure the base:
I have found buffalo horns are more fibrous in texture than cowhorns, and they generally have less solid material at the tip. My horn is smooth to the touch, but it would have taken forever to scrape and polish out the surface imperfections. You can see some of the toolmarks, also, as on the original.
This horn (image from the web) is from Taos:
I don't know where this one was collected, but I found it listed on the Ambrose Antiques website:
There are a number of them out there. I would recommend if you search for images, put in "antique buffalo powder horn." Without the "antique" qualifier, you'll get a lot of reenactor-type fantasy horns showing up. I think it's best to go directly to the originals for inspiration.
Good luck!
Notchy Bob