Final letter from girl in borders of Oklahoma (5)
I believe the answer is:
omega
'final letter' is the definition.
(I've seen this before)
'girl in borders of oklahoma' is the wordplay.
'girl' becomes 'meg' ().
'in' means one lot of letters goes inside another.
'borders of' means to remove the middle letters.
'oklahoma' with its middle removed is 'oa'.
'meg' inserted within 'oa' is 'OMEGA'.
'from' is the link.
(Other definitions for omega that I've seen before include "character from Athens" , "Last letter of the Greek alphabet" , "Traditional story" , "16 letter" , "long letter" .)