Unfortunately (for modelers) they were members of two different classes. The Arizona was a sister ship of the Pennsylvania; the Oklahoma was a sister ship of the Nevada. The most conspicuous distinction probably was the main armament: the Arizona and Pennsylvania each had twelve 14" guns in four triple turrets, whereas the Oklahoma and Nevada each had ten guns in two twin and two triple turrets (with the twin turrets mounted one level higer than the triple ones). There were plenty of other differences. The two classes looked quite similar from a distance, but the designs were quite a bit different. And the Pensylvania-class ships were noticeably bigger.
A good source to start studying these ships (and just about any other vessel of the U.S. Navy) is http://www.navsource.org/ . Click on "Battleships" at the head of the column on the left side of the homepage, then on "Post Dreadnought/Newport Conference Design Battleships," then on the name of the individual ship you want to look up. Be warned: once you get started looking at those old pictures you'll want to spend quite a bit of time on that site.
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