Most Greek restaurants in the Southern US serve only chicken or beef, but I prefer lamb if its available. Are there any Greek restaurants in OKC that serve lamb gyros, lambchops, etc?

aren't gyros typically half lamb, half beef?

Zorba's on N. May:

http://zorbasokc.com/zorbas-mediterranean-cuisine-and-bar-menu.htm

Basil Mediteranian Cafe in Midwest City, on Reno just west of Air Depot.

http://www.urbanspoon.com/m/r/46/1498345

You should check out The Greek Taverna in Moore! It is owned and operated by a Greek family and they use the traditional Greek-American lamb and beef meat blend. You can read my review here:
http://www.okclocalvore.com/2012/07/11/review-the-greek-taverna/