A friend of mine grew up in the small town of Mill Creek, was surprised to see it on this map but the town of Sulphur isn't.
A little research and I found this:
When the first post office was established, in 1852, the original name at the 1st location of the Town of Mill Creek was Mineral Hill and was within the Choctaw Nation, Indian Territory. In 1855, a Treaty of Separation between the Choctaws and the Chickasaws resulted in the official recognition of the Chickasaw Nation on March 4, 1856. This series of events placed Mineral Hill within the newly formed Chickasaw Nation, Indian Territory. In 1859, the Post Office changed its name to Harris Mill after Governor Cyrus Harris constructed a large grist mill on Mill Creek. In 1879, the name was again changed to Mill Creek and then in 1900 a Mill Creek Post Office was established in the new Town of Mill Creek. Then in 1902, the Town of Mill Creek, Indian Territory, was incorporated. The Town of Mill Creek became a town within the State of Oklahoma when Oklahoma became a State on November 16, 1907.