Wholesale giant Costco's Oklahoma City location is set to open in May, according to the company's official website. The store has been under construction near the Kilpatrick Turnpike and Western Avenue. The building will be more than 160,000 square feet. Costco’s expansion to Oklahoma City has had people across the metro buzzing. The warehouse retailer first moved to Oklahoma in 2016 with a store in Tulsa, and Oklahoma City leaders said it could bring 150 jobs to the city.