Ya know, I was b&r in Enid, OK, but I can't say I've explored much of the state - shamefully. But there are some AWESOME museums in the state. I highly recommend -
JM Davis Arms & Historical Museum in Claremore
45th Infantry Museum in OKC
WOOLAROC Museum in Bartlesville
Will Rogers Museum in Claremore
Oklahoma Firefighters Museum in OKC
Pawnee Bill Ranch & Museum in Pawnee

And so many more, there's 250 museums in the state. But as a gun lover, the JM Davis and 45th Infantry are top-tier must-sees. WOOLAROC ain't no slouch either.