Not a true nicknames but I lived in OK for a number of years. When OU would pull a win out of nowhere it was commonly known as "the Sooner Slime" and when OSU would would cough up a lead is was known as "the Poke Choke".
Texans commonly refer to OU as ""Blow U". I think that can have mutliple meanings.
(My Husker wife coined that one...)