Okla. Stat. tit. 58, § 6

When the estate of the decedent is in more than one county, he having died out of the state, and not having been a resident thereof at the time of his death, or being such nonresident and dying within the state, and not leaving estate in the county where he died, the district court of that county in which application is first made for letters testamentary or of administration, has exclusive jurisdiction of the settlement of the estate.