I've been watching Mission Hill, and in this episode around 3 minutes and 20 seconds, the bouncer at the club says "Well, bury my heart at Wounded Knee". What does this mean? I've looked it up and all I can find is a book with the same title. I'm assuming it's a sarcastic phrase similar to "cry me a river", but I'm not really sure what it means and where it came about.
The bouncer is using it sarcastically, and it does indeed have the meaning of "cry me a river." There will be those who find the use of the term in this way offensive, since it can be perceived as trivializing our treatment of the Native Americans — some of which was atrocious by any civilized standard.
The book is a history of the wars between American settlers and Native Americans, told from the perspective of Native Americans and highly critical of the behavior of the US Government.
The title of the book is taken from the last line of the poem American Names by Stephen Vincent Benet. link It refers to American place-names, and how they can be just as strange and evocative as the names of famous places in Britain and Europe.