"The Thomas Tribune" started publishing in 1902 and is still in business today. I was able to find my g-g-grandfathers obit from 1905. It is a little hit and miss though, there are other family members I was hoping to find obits for and could not.
The Oklahoma state page on US Gen Web has a listing of the newspapers available by county:
http://www.rootsweb.com/~okgenweb/resource/newspaper.htmThis is the Custer County list:
http://www.ok-history.mus.ok.us/news/paper/custer-i.htmlThey have an offer to do lookups for you for a fee if you are interested.
I went through my local library who was able to get the microfilm I needed on interlibrary loan from the Western Plains Library Systerm in Clinton. The only cost associated with interlibrary loan is the cost of postage.