Today , the Comanche Nation has 10,000 members , about all of them live in Oklahoma ( centered at Lawton ) , and the rest in Texas , California , and New Mexico . The Comanche speak a language of their own , the Comanche language that is related to other Native American ones , called Uto-Aztecan language family . Specifically , the tribe owns Comanche Nation Games in Lawton , Comanche Red River Casino in Devol , Comanche Spur Casino in Elgin , Comanche Star Casino in Walters , and Comanche Smokeshop and Game Center , also in Walters , Oklahoma .