I'm not sure about state parks, but national parks include Theodore Roosevelt National Park, Theodore Roosevelt Island National Park, Theodore Roosevelt Inauguration National Historic Site, and Theodore Roosevelt Birthplace National Historic Site.
North Dakota
Theodore Roosevelt's Maltese Cross Cabin was located on the grounds of the North Dakota State Capitol from 1909 to 1959 when it was moved to the South Unit Visitor Center of the Theodore Roosevelt National Park.
The Maltese Cross Cabin that was owned by Theodore Roosevelt, stood on the grounds of the North Dakota state capitol from about 1909 to 1959. In 1959 it was moved to the south unit of the Theodore Roosevelt National Park.
Theodore Roosevelt is buried near his home at Oyster Bay, Long Island, in the state of New York.
Badlands National Park is located in southwestern South Dakota. There are other areas that are known as "badlands" such as the Theodore Roosevelt National Park in North Dakota, Toadstool Geologic Park in the Oglala National Grassland of northwestern Nebraska, Hell's Half Acre in Wyoming, and Makoshika State Park in Montana.
Mesa Verde is located in Montezuma County, Colorado, United States. It is the largest archaeological preserve in the country.
Theodore Roosevelt.
Theodore Roosevelt's home state was New York. He was born there and died there.
Theodore Roosevelt in 1907.
New York
The state your looking for is Oklahoma.