Killers of the Flower Moon by David Grann (2017) — The essential account of the Osage Reign of Terror of the 1920s, when members of the Osage Nation were systematically murdered by non-Native residents who had schemed to control their oil wealth. Grann's investigation is meticulous and his prose is clear and unsparing. Martin Scorsese's film adaptation brought this history to a wide audience, but the book goes deeper.
The Earth Shall Weep: A History of Native America by James Wilson (1998) — A broader history of Native American experience that provides the context for understanding what the Osage story is part of: a long pattern of dispossession, treaty violation, and forced adaptation. Reading it before visiting the Osage Nation Museum makes the exhibits considerably more powerful.
Pioneer Woman: Black Heels to Tractor Wheels by Ree Drummond (2011) — Not a travel book, but Drummond's memoir of moving from city to ranch life in Osage County is readable and gives a vivid sense of the landscape and rhythms of life in this part of Oklahoma. Useful for understanding why people stay in places like Pawhuska.