For those who have heritage which includes one of the Five Tribes: Creek, Cherokee, Seminole, Choctaw and Chickasaw, the Dawes Roll records are a rich source of family information. Many use these records when attempting to find a blood line and to apply to a tribe.
However, these are often used by those who are established members of tribes. They can help trace the family back before 1896 and establish how family members were related, where they lived, give death information, and even provide documents of birth and marriages. It's exciting to find a birth affidavit early in the century when official Oklahoma records don't begin until statehood and don't become common place until after the 1930s.
An index is available on a free online site, Access Genealogy. The Library has both the Dawes Census Cards and the packets which contain interviews on microfilm. These are also now available on one of the library's Web sites, Footnote which provides digital images of historic documents.
People came from all over the United States and even other countries to attempt to get a homestead in what is generally western Oklahoma. Most famous is the 1889 run, but other means were used to decide who got to homestead in other areas. All of these generated documents.
The Oklahoma Historical Society Research Library has tract records available on microfilm, but these are extremely time consuming and tedious if the researcher doesn't know the exact legal description of the homestead. A dedicated volunteer has created an index available in book form at the Oklahoma Historical Society Research Library. The Oklahoma Genealogical Society also offers it for sale in CD format. The Genealogy and Local History Department recently added the CD to its collection.
If the county is known, the Southwest Oklahoma Genealogical Society also has an index by county and does lookups in the tract records for a very reasonable fee. Once the researcher has the tract record, copies of original applications are available from the National Archives. Some are available online, primarily in the Oklahoma panhandle, from the Bureau of Land Management.