Unfortunately, it looks like either San Jose or Sacramento for SWA
File:Southwest Airlines Route 20110327.png - Wikimedia Commons
United has a few flights out of Monterrey and Fresno. Take the small United jet to Las Vegas, then SWA to OKC.
American has some directs out of San Jose:
http://www.kayak.com/flights/mry,nearby-okc/2014-06-22
Good thing I'm home with the flu!