I don't have personal experience with the OKC Zoo but have a good friend who did an externship there and had a great time!
Like battie said for Cheyenne, for most/all zoo externships I would recommend at least contacting them two years out to see what their application/scheduling process is like, because a lot of them fill up very quickly. You will also want to talk to whoever is in charge of clinical year scheduling at your school to confirm how much externship time you have and what you need to do to make sure those dates can be set aside, since you will very likely need to confirm the schedule with the zoo before you actually have your clinical year schedule.