The idea that Thunderbirds could carry off whales probably stemmed from the finding of whale bones on mountain tops. The idea that a bird large enough to actually carry off a whale could exist unnoticed is, of course, ludicrous.
As to the question of where the Thunderbird actually lived, the Passamaquody had a legend concerning this. Two Indians wished to discover the origin of thunder. They ventured west and came to two mountains, which clashed into and recoiled from each other continuously. The first Indian managed to rush between them before they clashed together. The second wasn't so lucky. On the far side of the mountains he found the Thunderbirds - an ordinary tribe of Indians who, when they decided to make thunder, donned bird costume and flew through the sky.
It is said that some Thunderbirds assumed human form and became the ancestors of certain families. A number of families claiming Thunderbird descent are found on Vancouver island.
Turning to the Passamaquody again, this tribe spoke of an enemy of the Thunderbirds called Wochwosen, who hailed from the south. He seems to have been a bird who caused winds. So troublesome did he become that Glooskap, a deity, had to break the wings. However, as complete lack of wind led to stagnant and oppressive air, Glooskap had to partially repair his handiwork.
The Cashmawa Indians in distant South America believed in a thunderbird type creature called the xeuxeu.
Could belief in the Thunderbird be based on an actual creature? There have been a number of sightings of mysterious Big Birds in North America in modern times. The largest authenticated wingspan of any modern bird is 12', yet these birds' wingspans are sometimes said to exceed this.
An Indian called White Bear, who died in 1905, claimed he was carried off by a Thunderbird and brought to its nest, from which he managed to escape. In 1948 a large bird, at first mistaken for an airplane, was sighted at Overlook (Illinois) and later at Alton, in the same state. In the same year one was sighted at St Louis (Missouri). There were a number of sightings in Pennsylvania in 2001 and at San Antonio (Texas) in 2007.
However, the most astonishing report involves the carrying off of Marlon Lowe at Lawndale (Illinois) in 1971. True, the mighty bird concerned did not succeed in carrying him very far, but to be able to carry him at all is beyond the capacity of any known bird. It might be added that frontiersman Daniel Boone (1734-1819) said he had once seen a child carried off by a Big Bird. A child or, indeed, an adult such as White Bear, is too heavy for any known bird to carry off and would even be too much for prehistoric teratorns. It has been rumored that there are surviving pterosaurs in North America, but the Big Bird descriptions seem to lack reptilian features. Yet one has to ask, if huge birds exist in North America, how come they have so far avoided the vigilant binoculars of bird watchers?
The whole question of Big Birds is, so to speak, up in the sky. Unless they occasionally stray out from hidden fastnesses, it is difficult to see how they can exist. There is also the problem of food. They must need a goodly amount of sustenance and one has to ask how they can keep so low a profile and yet obtain it. The mystery continues.