Oklahoma became a state in 1907. If they died prior to then, the death records (if they were recorded) would be filed with the Choctaw Nation records. I've seen one reference to them in the National Archives Regional Association (NARA) but am not familiar with them.
Most records that people look for (like marriage, divorce, paternity, adoption, probate and guardianship records) can be found in that county's court.
Another interesting item about Oklahoma is that they don't pubish vital record dates which makes finding death records more difficult.
I searched through the cemeteries and obituaries that are online (does NOT include all cemeteries). I did find:
Mary Elizabeth Adams Buried: Hodgen Cemetery, LeFlore, LeFlore Co., OK but no dates Source: www.interment.net/data/us/ok/leflore/hodgen/index.htm.
I did find the LeFlore County Historical Society, http://leforecountyhistoricalsocietymuseum.webs.com/http://leforecountyhistoricalsocietymuseum.webs.com/. You can contact them and ask if they have any genealogy info, lists of indexed cemeteries, obit collections, etc. If almost the entire family died in an accident, it seems like there would have been a newspaper article. Successful Searching!