Live in TX, won at casino in OK. entered this on federal form. I don't believe I filled any state tax form for gambling winnings before now. Do I need to do this?

[MichaelL1]

You will need to file a non-resident OK tax return.  

In the Personal Information section, it will ask if you had income from any other states, and you should have answer YES and annotated OK as the state.  If you have not done this go to Personal Information section and edit this area. 

From the Oklahoma Tax Commission website at:
  https://www.ok.gov/tax/Individuals/Income_Tax/Filing_Information/General_Information/

Filing Requirements:

Oklahoma resident individual(s) are required to file an Oklahoma income tax return when they have sufficient gross income to file a Federal income tax return. Nonresidents are required to file an Oklahoma income tax return when they receive gross income of at least $1,000 of Oklahoma source income."