Here's a couple of suggestions. I have never visited these, but they say they have all scales. A phone call first might help.
Erail Hobbies, 3306 Charles Page Blvd., Tulsa. 918-382-0382
This is northwest, like you are going out toward Sand Springs.
They say they are open Sat. from 9 to 5
The Last Train Stop, 15702 E. 79th St., Owasso, OK 918-277-2990
I believe Hwy 169 north will get you to Owasso. It is to the northeast of town.
I hope this helps. There doesn't seem to be a lot of O gauge in this part of the country.