"Oklahoma" translates to "red people" in Choctaw.
The state was originally intended to be a federal territory inhabited by Native Americans (hence the name). The name "Okla (red) Homma (people)" was first suggested in 1866 by a Choctaw, Rev. Allen Wright, and though it did not become a Native American territory, the name itself stuck until being made official in 1890.
More on Oklahoma history.
