Haven't seen Will Rogers but I have been to Woolaroc, near Bartlesville and the J.M. Davis museum in Claremore. Woolaroc was the estate of Frank Bartles and has a collection of one of a kind Colt and a large variety of other firearms. J.M.Davis in Claremore is almost exclusively firearms or firearms related with a healthy smattering of other unusual collectibles. They had on disply the worlds largest shoulder firearm. A chinese wall gun almost 8ft long in about a .90 caliber and the worlds smallest working firearm, A Kolibri magazine fed semi-auto in 1mm.
They have dispalys of the guns of famous outlaws and the lawmen who pursued them. Both are well worth the time if you are in the area.