Okie \'oh-kee\ n [Oklahoma + -ie] (1938) : a migrant agricultural worker; esp : one from Oklahoma in the 1930s -- sometimes used disparagingly.
That was the origin of the word. Read John Steinbeck's The Grapes of Wrath. It's great historical fiction about a family of Okies forced to leave their farm during the Dust Bowl.
Oklahomans took the derogatory context away by embracing Okie as a legitimate reference to an Oklahoman, hence, Merle Haggard's song Okie from Muskogee.
The terms "Boomer" and "Sooner" also apply to Oklahomans. I have been asked by several people recently what Sooner, in particular, means since it is the nickname of the state and the University of Oklahoma athletic teams.
During the 1800s, the United States government was forcibly relocating Native American tribes from all parts of the country into the area known as the Oklahoma Territory. One parcel of land in the center of the territory, the Unassigned Lands, was never given to any tribe. In the 1880s, many frontier Americans wanted to move into this land. Soon, landless pioneers began slipping into this area without authorization. These were the "Boomers," who were trying to force the government into opening the territory to homesteaders.
On March 2, 1889, President Benjamin Harrison signed legislation that opened the Unassigned Lands. On April 22, 1889, about 50,000 homesteaders gathered at the boundaries for the Great Land Run of 1889. Some people sneaked into the Unassigned Lands early, hiding from the army patrols, to stake out prime land. These were known as "Sooners."