The legend goes that a man killed his wife and another man, Enos Parsons, in 1935. The facts are that the remains of stone house of some size is found outside of Copan. A gravestone for a Frank Labadie (1860-1935) and a Samantha Labadie (1857-1935) have been found. There is a Frank Labadie listed on the 1920 census as being 19 and born in Arkansas - but none are listed on Heritage Quest census database for 1930 and no Enos Parsons either! In addition, the Oklahoma City papers did not carry any news of such a crime or event and it is supposed that as is usual bad news would travel. The facts are that numerous people have admitted to using the place as a spot to scare girls, party, or do other recreational activities. So - given the fact that older citizens have said the couple died from smoke in a fire - this is probably another sample of what folklorist call "contemporary legends" (i.e., urban myths).
What is needed: Census or official records stating the people were alive in the area in the time period; some official record (newspaper, funeral records, etc.) of the cause of the death of the man and the woman, some record of the existance of Enos Parsons, and some type of proof of haunitng activity via photos, audio, or other evidence.
Here are some sites that repeat the "story":