As your resident state, Arkansas is entitled to tax ALL your income wherever you earned it; that includes casinos in every state (not just Oklahoma, Indian or otherwise), though there used to be an exception for "electronic games of skill" at Oaklawn & Southland (not sure if that survived their conversion to full-blown casinos in 2019).
The state where the casino is located (in this case OK) is ALSO entitled to tax your winnings; if it's an ordinary income tax (it is in OK), you can claim a credit for that on your AR return. (Mississippi has a special tax on casino winnings in lieu of state income tax; that is NOT eligible for the AR credit.)
