If you read Exodus 2 and 3, you'll find that Moses himself married a Midianite girl named Zipporah, and that her father, Jethro, was a Midianite priest. They lived somewhere close to Mount Sinai (which they called the "Holy Mountain"), and were quite amiable, peaceful, pleasant people. You couldn't possibly demonstrate any greater congeniality than by offering one of your daughters as a wife to a stranger.
If you have read the Book of Mormon, then you know that our American Indians are in fact descendents of Hebrews who left Egypt somewhere around the time of Moses. It is possible that some Midianites left with the Hebrews on the same ships, and that they later established their religion in Peoria. However, the Indian Removal Act of 1830 resulted in the forced removal of all American Indians from the state of Illinois. So, you won't find any descendents of worshippers of Baal in Peoria any more.