I'd probably still go to Oklahoma but just plan to do the next few holidays with bis family's. One of my cousins actually does one year everything on our side of the family and the next all holidays are her husband's side of the family so she doesn't have to keep track of whose turn it is
I'd definitely still go to Oklahoma and make sure that next year I'd spend it with his side, or whenever you next can, it doesn't necessarily have to be the same holiday. Enjoy yourself!
Go to Oklahoma anyway. Plan something with his family another time, doesn't have be exactly on the holiday. And then maybe next year you guys can plan something special with his family. We rotate family events year to year for thanksgiving. Sometimes visit my gram/dad's side of the family, sometimes we host ourselves, sometimes one of my husbands aunts/uncles do a big thanksgiving. Christmas is always in our own home and then we just plan visits with others around the holidays