Of course, the largest one (I believe) is the Union Soldiers' Cemetery on the hill above the southeast corner of NE 36th and MLK Blvd. (formerly Eastern Ave.) in OKC.

The cemetery was part of the Union Soldiers' Home which building later became part of the Oklahoma Health Department and is now part of the Oklahoma Department of Corrections.

There are also a large number of Confederate soldiers buried in Ardmore (where the Confederate Soldiers' Home was located -- which is now part of the Oklahoma Department of Veterans' Affairs).