In many states (non-lib), you can carry a concealed firearm in your car, regarded as an extension of your home.
Unfortunately, without a permit, OK is not one of them.
http://www.handgunlaw.us/states/oklahoma.pdf
21 O.S 1289.13. Transporting a loaded firearm.TRANSPORTING A LOADED FIREARM
Except as otherwise provided by the provisions of the Oklahoma Self-Defense Act or another provision of law, it shall be unlawful to transport a loaded pistol, rifle or shotgun in a land borne motor vehicle over a public highway or roadway. However, a rifle or shotgun may be transported clip or magazine loaded and not chamber loaded when transported in an exterior locked compartment of the vehicle or trunk of the vehicle or in the interior compartment of the vehicle notwithstanding the provisions of Section 1289.7 of this title when the person is in possession of a valid handgun license pursuant to the Oklahoma SelfDefense Act.