Jason Offutt (From The Shadows blog) digs up an 1885 article in the New York Times that tantalized Gothamites with a tale of "Missouri's buried city: A strange discovery in a coal mine near Moberly [MO]".
According to the report, miners working near the small town broke through to a large cavern comprised of "lava arches" and containing a buried city.
Among those items found within were tools, stone benches, statues made of a bronze-like substance, and the skeletal remains of a giant man.
Given the timeframe of this account, it's likely Offutt stumbled upon one of the many instances of fantastically fabricated tales that posed as news at the height of Yellow Journalism. Oklahoma itself has seen plenty of these stories that were proffered as truth in order to sell more copies in a highly competitive environment.