The state fair is tricky in that the fairgrounds are open but any government buildings would be off limits. Years ago tulsas expo was county owned making it illegal an you'd have to simply not go in. If this has changed and its privately owned it would be different.
I've carried for years and wear a threat level 3 duty holster and I for one would not want to oc at the fair due to way too many drunks, too many people pushing against you and if you had to use deadly force no possible way to avoid collateral casualties. Its the reason I simply do not go. That and everything is overpriced.
Hope this helps