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I'd probably write "Have you ever seen the musical 'Oklahoma!'?"
First of all --> There should not be any quotation marks around the title of a play, book, newspaper, work of art, etc. Remove the quotation marks and put Oklahoma! into italics.
http://grammar.ccc.commnet.edu/grammar/italics.htm
Now, with the quotation marks removed, here's what you should have:
Newtown Arts Company will present Rogers and Hammerstein's classic musical Oklahoma! , the second show in its 2008 season.