The state capitol in Oklahoma City has the unique distinction of being the only such building in the world with working oil wells on its grounds. The building was finished in 1917, but when oil was discovered in the city in 1928, the locals weren't about to let any fancy notions about civic grandeur get in the way of getting rich. After all, the state began as one big gamble—the Oklahoma land runs of the late 1800s, when settlers raced to claim their own piece of the West.
Oklahoma is one of the iconic states of the Old West, and there are few better places to learn about wranglers old and new than the National Cowboy and Western Heritage Museum in Oklahoma City. You'll find galleries devoted to cowboys and rodeo stars, exhibits on buffalo soldiers, and a reconstructed Western town. Another excellent destination is the Gilcrease Museum in Tulsa, home to the world's largest collection of Western and Native art.
If you'd like to experience trail life yourself, dozens of guest ranches throughout Oklahoma will help you feel at home on the range. And the Lazy E Arena in Guthrie is one of the state's leading venues for rodeo events.
Even if you don't want to see a rodeo, Guthrie—the state's original capital—is worth a visit. The city boomed overnight during the land runs and a grand swath of Victorian shops, homes and businesses took shape. Many of these have been preserved, and a 567-hectare (1400-acre) stretch of downtown Guthrie is now on the National Register. It's a fun place to spend the day browsing through shops, galleries and museums.
Much of Oklahoma is rural, and you can learn about the ecosystem of the plains at the Tallgrass Prairie Preserve outside Pawhuska, which protects some of the last remaining virgin tallgrass prairie in America. Keep your eyes peeled for woodchucks, coyotes, bison, white-tailed deer, bobcats and armadillos.