Prior to the opening of the Cherokee Strip in 1893, Capron, Oklahoma was first known as "Warren", a small cattle station on the main line of the Santa Fe railroad. It consisted of a store, and an old railroad car left by the Santa Fe. Sometime after the opening of the strip residents wanted to come up with a new name for the growing town. The name was changed to "Sterling", but the postal service and Santa Fe would not accept it because there was a town by that name on their line in Kansas. The names of "Virgil" and "Kermit" were proposed, but Santa Fe would not accept these names, for the same reason. Therefore, a committee consisting of Mr. George Espy, postmaster, Dr. G.W. Todd, and Congressman Dennis Flynn was appointed to select a name which the Santa Fe and Postal Service would accept. The name of Captain Allyn K. Capron, Jr. was proposed. Captain Capron was a member of Teddy Roosevelt's Rough Riders, and had been killed at the Battle of San Juan Hill. The name of "Capron" was approved by a petition of the residents. The Santa Fe and U. S. Postal service accepted the name and so it stands today.