In 1915 the Oklahoma legislature passed a bill providing pensions for former Confederate soldiers and their widows. Index cards for the pensioners are now online. You can browse or search the individual index cards here.
The Oklahoma Dept of Libraries is also in the process of digitizing the entire pension file for each pensioner. This should be completed and online later this year (2012).
Also, don't forget to look for your female ancestors in this collection. There are many files on widows too.