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OKLAHOMA CITY - Heavy rains from the remains of Tropical Storm Erin drenched Oklahoma on Sunday, leaving at least two people dead and three missing, according to state officials and local media reports.

Authorities reported a woman drowned near Fort Cobb, Oklahoma, about 120km southwest of Oklahoma City, when she sought shelter in her cellar, which is the usual procedure for storms in tornado-prone Oklahoma.

"Evidently she went to her cellar due to the storming. She couldn't get the door back open," said Caddo County emergency management director Larry McDuffy.

Another person was confirmed drowned west of Kingfisher, Oklahoma, the Kingfisher County Sheriff's office told the Daily Oklahoman newspaper, according to its website.

As much as 23cm of rain has fallen across a wide swath of Oklahoma, leaving roadways under 1.5m of water.

The Oklahoma Highway Patrol was searching for three women whose van was swept off a road near Carnegie, Oklahoma, 18km west of Fort Cobb, according to the Daily Oklahoman.