Tulsa is not the state capitol of Oklahoma.
One establishing shot shows a skyscraper with the logo blurred out. The next shot shows the same skyscraper and now the "ONE Gas" logo is visible.
In the Two Horse Job, Leverage season 1, Elliot takes the crew to Kentucky to save his high school sweetheart from a conman. In The Fractured Job, Elliott claims to have been born and raised in Oklahoma til his entry in the military.