Looking South. The depot existed before Oklahoma City did. According to Larry Johnson's article at the Okc Metropolitan Library System:

"A. W. Durham, who arrived as stationmaster for the Santa Fe in February of 1888 described Oklahoma Station as a busy place. In addition to serving the fort and the Indian agencies (about a million pounds of freight per month), he estimates over 1000 carloads of cattle went through Oklahoma Station in his year of service there. Durham also indicates that there were seven buildings at Oklahoma Station: the depot, the stationmaster's house, a section house (a sort of bunkhouse for railroad crews), a post office, the quartermaster's house, a boarding house and a stockade for government freight." For the full article,  click here (after clicking the link, you may need to click your refresh button for the target page to open).

This picture was taken in 1917. My best guesses of buildings in the background are: 11 o'clock - Colcord; 1 o'clock: American National (smaller); 2 o'clock, State National/Hales (taller and in the far background); and, above the "Doc and Bill" sign, Herskowitz. 1917.birdseye.jpg