I have received a 1099 Misc from a lease agent in Oklahoma for a 3 year oil/gas lease agreement.  I live in Texas and the leased land and lease agent is in Oklahoma.  I know this has to be included on my federal tax return.  Will I have to file a state tax return for Oklahoma.  We don't have state income tax in Texas.

You will have to pay Oklahoma income tax because the land, being in Oklahoma, is considered Oklahoma-sourced income.