This website says airguns in OK have to be registered with the Oklahoma Department of Wildlife Conservation

[rickm]

If you buy pellets at Walmart they have a checker come over for your age, I never have shown an ID they just flash their card at the computer and I continue checking out. Of course I'm 71 so I pass most age restricted checks with a glance by the person checking ages.
I want to say, I've started shooting PPC airguns, they are amazing. Nothing like the break barrel or pump guns. You don't pump anything and you shoot until your air tank is empty, then refill it with a compressor. They can be very accurate and for fairly long distances. With many of them you can shoot in town as they can be very quiet with a moderator. I live in the country and can shoot anything on my place but these are so cheap to shoot I don't hesitate to sit on the porch and shoot a hundred rounds. I have targets at different distances. If you like to shoot I recommend looking into it.

Back when i did shop at walmart i was never check when buying any ammo much less pellets, but that was some years back havent stepped foot in the place in 10 yrs.