They kind of did for a short time. There was a push in the 1800s to expel Native Americans from their traditional lands and put them in what is now Oklahoma. The idea was to use was is now Oklahoma as an Indian State of sorts. It did not house every tribe in the US, there are simply so many and there were issues not only between tribes but with Texas cattle drives wanting to get to Kansas rail yards via in between area.

Here is a map.. 1885 I believe, showing where the tribes were sent too. http://en.wikipedia.org/wiki/Oklahoma#mediaviewer/File:Oklahoma1885.jpg

Thanks everyone! :)