Neither. Oklahoma is in the Midwest.
Actually Oklahoma is located in the Southern Plains region of the United States. As such, it is neither Eastern nor Western.
The term "Midwest" is historic and was originally used during the late 18th century to identify an area that was located about halfway between the East Coast and the Western frontier, which during that earlier time did not extend all the way to the Pacific Ocean as it does now. This area now includes (arguably with additions or subtractions) Illinois, Indiana, Ohio, Iowa, Michigan, Minnesota, Wisconsin, and Kentucky. Otherwise, given today's geography, one would naturally expect that "Midwest" identifies those states located in the Great Plains. However, it does not, and for the historical reasons just given.
When in Oklahoma, one finds many businesses named "Southern Plains" (this and that business).
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