Gun World is the only one I know of but there may be others. It is in Sunny Lane and has a bad reputation for expensive guns but the indoor range is pretty good and not out of line with other indoor ranges.
Check out the Tri-City Gun Club, it's not too far from Midwest City. It has a Shotgun area for trap/skeet, 200 yard rifle, 25 yard pistol, 85 yard rifle and it's a good group of people.
I would suggest calling Tri-City and ask about any openings. Membership renewals are starting back up this month and I'd bet there will be a few openings. You must be a member of the NRA to join them.
I live in MWC and I like going to Thunderbird. It's maybe 15-20 minutes away, it goes out to 400 yards which has steel at 100, 200 and 400 yards. Plus the owner Ken is a great guy and I think most of the people that shoot out there are OSA members! I've never been to Tri City but Thundrbird blows away everything locally.
Best thing of all, Ken only charges $5 and has an climate controlled room to hang out in to make things nicer on those hot days or for a spouse to hang out and read while you shoot. Just make sure you understand the hours and call before you go out there bscore you drive out there.