Grayson was originally named Wildcat and is located in what is now Okmulgee County, Oklahoma.

It was named for a Muscogee Creek chief, George W. Grayson. The town was established at the turn of the 20th century with land that eventually yielded minerals and coal.

At statehood in 1907, the town had 975 residents. By 1909 the small rural community boasted five general stores, two blacksmiths, two drug stores, a physician, and a cotton gin. Like with many other all-black towns, the Great Depression led many of the younger residents to leave and seek a new livelihood in cities.

An annual rodeo still takes place in Grayson. The rodeo and the local black cowboy culture were depicted in a recent short film called Wildcat.