Tennessee has no state income tax...but I do a lot of Alabama and Mississippi part-year and Non-resident returns. So i am familiar with this.

What you should do is on the guy's w-2 in the state wages section (b15)... list his Texas wages on one line... ( just use 1 as the employer's state number) and the actual Texas wages... -0- in state w/h, and then  the OK wages on the next line in B15).  These two should equal Federal Wages.  Your allocation schedules should be ok after doing that.

He does have Texas Wages.... they are just not listed on the W-2 because they are not required to be... but he does have them.