I don't practice in OK. Generally, it depends on what type of probation. There is informal probation -- where you do not have to report (usually for misdemeanors). It should not be a problem to leave the state, as long as all the other conditions of probation are met, on informal probation. On formal probation -- where you have to report telephonically or in person to a probation officer, you need to clear it with the probation officer before leaving the state. This usually involves an address where you can be reached and the dates of your leaving.
If you are on formal probation and want to leave the state permanently, you may have to go to court and get a modification if your PO won't arrange it with the state you're going to.