Wife and I just got back from Pawnee, Oklahoma.
They do a re-enactment of Pawnee Bill's Wild West show which toured from about 1885-1915.
Pawnee Bill's former ranch and mansion are open to the public, free of charge for this event, as is the museum. Pawnee is a honest to goodness small town America place. Parts of it are starting to show it's age and the decline of rural towns is evident here as well but there are still some nice things to see.
Pawnee, Oklahoma - Pawnee Bills Museum
The above link contains links to other events in Pawnee, such as the steam engine show and rodeos.
The ranch has areas that can be rented for family reunions. We also saw a lot of RV parking in this area but forgot to ask about availability. I'm sure the museum can clue you in.
We stayed at Pawnee Lake, a small lake just on the north edge of town. Very pretty with a very nice swim beach below the damn, staffed with lifeguards and all sort of diving boards and jump towers.
We had a nice site with 30 amp hook up and water. It included a picnic table and fire ring. Dump stations are nearby. The cost was $12.00 a night. We were right at the waters edge. Lots are good sized and from what we hear they are seldom if ever fully booked. Near our site was a covered pavilion and a volleyball pit. We got to watch some of the folks noodle for catfish along the dam.
Lots of rodeos are held in Pawnee.
We were told by the camp host the park is patrolled by the city police, four times at night, three times during the day.
We plan on going back sometime when we can round up some kids to take swimming.