Oklahoma State Archives.
There's a modest amount of good digital stuff to be found here.
A selection of archived Collection Highlights has descriptions of mostly offline content, but one worthwhile online document:
Index to Oklahoma Confederate Pension Records includes full name, spouse's name, date of death, and microfilm identifcation information.
At a site called Oklahoma Crossroads: Documents and Images you'll find some, er, documents and images. These are small but useful collections, and include:
There is also a series of "Virtual Exhibits" here -- online slide shows (which I find mildly annoying for some reason) that include:
At the Oklahoma Historical Society you'll find yet more descriptions of offline materials, along with a few nice online gems, especially for family history research: