Northwestern Mexico

The Seri people refer to Orion as Hapj (meaning hunter). In the belt are three animals: the Hap (a mule deer), the Haamoja (a pronghorn), and the Mojet (a bighorn sheep). In the center is Hap, who has been shot by the hunter and is bleeding onto the Tiburón Island.

Spain/Latin America

Spain is most assuredly in Europe, but given that most of Latin America follows that same beliefs as Spain (since Spain did conquer most of Latin America), I figured that it fit better here.

In Spain and Latin America, the belt of Orion is called "Las tres Marías," which translates to The Three Marys. The Three Marys are mentioned in the Muggle religious text of the Bible as women close to the "messiah," named Jesus Christ.

There are five women considered to be the Three Marys (confusing, I know, but at times, some are thought to be the same person). They are: the Virgin Mary (the messiah's mother, who supposedly birthed him while remaining a virgin), Mary Magdalene (one of the messiah's followers, often considered to be the second-most important figure in the religion), Mary of Bethany (sister of someone named Lazarus that the messiah supposedly raised from the dead- something we all know to be wrong, given that no magic can bring the dead back to life!), Mary, mother of James and Joseph (the mother of two of the messiah's followers), and Mary, mother of John Mark of Jerusalem (mother of another follower of the messiah). In their faith, Mary is quite a common name, hence so many women named Mary.