George W. Bush swept every county in Oklahoma in 2004 before John McCain accomplished the same feat in 2008. It's been discussed on here before, but Oklahoma is located in the heart of the Bible Belt with evangelicals who were not very responsive to Obama's socially liberal stances, particularly on abortion and marriage equality. Here's something from a source that may better answer your question:
While Oklahoma is certainly a conservative state, it’s not necessarily the state you would think would be the most opposed to Obama in the U.S.. In fact, in the most recent Gallup state rankings, Oklahoma wasn’t even listed among the 10 most conservative states in the country.
The state also recently had a popular two-term Democratic governor, Brad Henry, and has a popular Democratic congressman, retiring Rep. Dan Boren (the son of a well-liked Democratic former governor and senator).
GOP consultant and Oklahoma native Chris Wilson says it comes down to values.
“Be it health care, the Keystone Pipeline, religious liberty or any other myriad of issues, Obama continues to prove his values are even outside the mainstream of the Democratic Party in Oklahoma,” Wilson said.. “However, if Obama is able to successfully push for a college football playoff, that could all change.”
Read more at
http://www.washingtonpost.com/blogs/the-fix/post/why-oklahoma-is-so-anti-obama/2012/03/07/gIQA4z6UxR_blog.html