Most World War I military records burned in a fire at St. Louis, Missouri. For information on how to order copies of surviving records, Link to the GOVT. RECORDS CENTER:
http://www.nara.gov/regional/mpr.html
To print order form found at this site:
http://www.nara.gov/publications/forms/sf180a.pdf

If the records are lost, it may be possible to partially reconstruct the history. For information, go to Alternate Records:
http://www.nara.gov/regional/mpralts.html

Remember over 80% of the registrants never went into the military and will NOT have military records!

If you need to contact the Veterans Administration about veterans benefits records, this agency can be e-mailed at: [do NOT contact them about military records at the St. Louis center]
copco1@vba.va.gov

The microfilm collection of the Church of Jesus Christ of Latter-Day Saints (the Mormons) contains some records of World War I military service. Go to Library Catalog Section of Family Search:
http://familysearch.org/search/searchcatalog.asp
Then enter the name of the state. When the state records appear, find the category entitled Military Records -- World War I. You can order loaner copies of microfilm at the Enid Family History Center. (Note: I did not find military records for Oklahoma at this URL. I did find 134 World War I reels listed for Missouri).