It's all harmless fun and camaraderie, but there are some other things you should know up front so it doesn't surprise you in the first go-round. Fourth, if somebody tells you, "Don't California my Oklahoma," don't panic. It's less of an official state law and more of an Oklahoma way of saying, "We kinda like things the way they are." Unique Things to Do in Oklahoma City There is no shortage of things to do in OKC. Some things cost a little money, others are completely free, but it's all fun for the whole family.