This is the site where you order them. Unfortunately, there are no indexes available online. It is possible that he moved with his son to CO before he died, so it is a bit of a shot in the dark, but is only $15.

http://www.ok.gov/health/documents/VR_DRRequest_interactive....

They say that they need the death date, but in the instructions they say that they will do a ten-year search and in adjacent counties. I guess you just make a stab at his death date and see what they find.

It appears that the LDS does not have microfilm of OK death records.

http://www.familysearch.org/eng/Library/FHLC/frameset_fhlc.a...