Top 10 Camping Activities in Oklahoma Camping Gems - Things to Do in Oklahoma Fish for bass, crappie, and catfish at the Fort Cobb Reservoir. Explore the Trail Of Tears National Historic Trail. Watch for elk and buffalo (or go fishing) at the Wichita Mountains Wildlife Refuge. See seven different Native American villages at Indian City USA. Get to know Oklahoma's favorite son at the Will Rogers Memorial and Museum. Go boating on the Grand Lake O'the Cherokees. Hike a mile of the Santa Fe National Historic Trail. Enjoy the cool forests and rippling waters of the Chickasaw National Recreation Area. Take in the Old West fun at the Will Rogers Stampede Arena Cowboy Trade Day. Zoom down the rides at Frontier City Amusement Park.