When you are pulled in for a random drug test, if you ask for paperwork stating that you were selected , dont they have to show it/

I am not sure what the laws in your state may require so you should speak to an Oklahoma attorney.  My guess is that unless there is a union contract that requires this, they may not have to show you documents.  But, if it turns out that the company is just trying to get you for reasons such as discrimination and retaliation, then their refusal to show you documentation that you were truly selected at random may prove that it is just a pretext for discrimination, regardless of whether they are required to show you a document or not.