I never have figured out how to categorize Oklahoma, but Midwest has never been on my Oklahoma bingo card. It's more like a less affluent extension of Texas that is full of bogus slot machines and smells like weed everywhere.
There is some surprisingly pretty land up there though. Growing up I always thought of it as a barren dust bowl wasteland. Lots and lots of trees in reality, at least in the eastern half. Don't know what's in the panhandle. I'm not sure anybody does.
Edit: Just as I finished typing this, a commercial came on the TV. To quote, and no I'm not kidding, "Live the flyover life. Move to Oklahoma."
Texan here. Oklahoma definitely has more in common with Kansas than Texas. I'd call it Great Plains, which has a lot of overlap with the midwest but isn't quite the same thing.
I was born in Southern Arkansas and have lived in Tulsa, Oklahoma for 40 years. I consider myself a Southerner, not a Midwesterner. But that's self-reported.
The joke here goes "You know why Texas doesn't slide off into the Gulf of Mexico? Because Oklahoma sucks so hard."
But truth be told, Tulsa is a pretty nice place to live. About half a million people and fairly progressive for a "Southern" state. And while many of the the hardcore conservatives moved to Texas, you still see a lot of Trump flags here.
I grew up in western Oklahoma and have more in common with my Wisconsin friends than I do my Texas friends. I think it matters what part of Oklahoma you’re referring to by quite a bit, my town very much felt midwestern.