Okla. Stat. tit. 58, § 58-6: Venue in certain cases

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.