The Oklahoma City Blue Devils was the premier American Southwest territory jazz band in the 1920s. Originally called Billy King's Road Show, it disbanded in Oklahoma City in 1925 where Walter Page renamed it. The name Blue Devils came from the name of a gang of fence cutters operating during the early days of the American West.

Several prominent jazz musicians were members, including Lester Young, William "Count" Basie and Buster Smith. The Blue Devils disbanded in 1933, after which Basie recruited most of the group's members to join his group, which had begun in 1931, but then changed the name to the Count Basie Orchestra.

The 1979 film The Last of the Blue Devils documents a musical reunion with Basie, Big Joe Turner and other figures from the history of southwestern and Kansas City jazz.