We actually have a herd north of the Honobia WMA...occasionally they'll come down to the couple of ranches off of the Kiamichi near Clayton. The old boys and the game warden all say they've seen them.
I'd heard about it, but never saw any evidence. A few months ago however I was hog hunting on one of those ranches and absolutely heard a cow elk call. Ive been around elk a fair amount...it is not a call that you can screw up identifying. I looked real hard in the trees in the direction it came from, but never saw anything.