The situation is very complicated, but what I say below is the currently accepted best explanation to the best of my knowledge.
There were three-four Canis species in North America pre-contact: Grey Wolves in the North and West (maybe in the East too), Western Coyotes in western prairies and deserts, and Eastern Wolves in eastern forests, with Red Wolf being a possible distinct species from the latter in the southeast.
European settlement eventually wiped out most of the wolves in the east - Eastern Wolves remain only in central Ontario (especially Algonquin Park) and Red Wolves in coastal North Carolina.
Settlement also allowed Western Coyotes to expand into the east, where they hybridised with remnant Eastern Wolves, and possibly dogs and/or Grey Wolves. This eventually resulted in a fairly stable distinct population - our Eastern Coyote.
There is still ongoing hybridisation between Grey and Eastern Wolves, and between Eastern Wolves and Eastern Coyotes, but the genepools seem to be remaining pretty separate.
There is only one kind of Canis locally - the Eastern Coyote, which is sometimes, not entirely correctly, called a Coywolf.
Unlike Western Coyotes, our local animals will at least sometimes live and hunt in packs, and take deer with some regularity.