Although Mark Twain was not a Transcendentalist (and was too late to be one), the character of Huck Finn really shows a very important Transcendentalist trait. One of the major ideas of Emerson and people like him was that people ought to follow their own consciences. It was Emerson who said that in order to be a man you have to be a nonconformist.
If you think about Huck, you will see that he is very much a nonconformist. It is not that he does not have any moral values. Instead, he just has a different set of them and he tries to live by his own values rather than those of society.
He is a great example of a person marching to the sound of his own drum (Emerson's phrase).