In 1888 Thomas and Millie Price were among the first families to settle in this part of old Greer County, now Beckham County. Price built a cotton gin one-half mile east of Delhi in 1903. The one-roomed Delhi Academy was established in 1921 and was later replaced by a consolidated school in a new three-story red brick building; during the 1930s more than 500 students were enrolled, and the schools consolidated were Delhi Academy, Old Delhi Acres, Greenhorn, and Friendship. Organizations such as the Woodmen of America and Masons were started in 1900. At one time the town had three general stores, Ledgecomb's, Barefield's, and Robinson's, as well as a garage, two cotton gins, a post office, a cafe, a Baptist church, a Methodist church, and a doctor. A fire in the early 1920s burned most of the town, and it rebuilt west of the site and was called New Delhi for a time. Route 66 once went through Delhi. In 1940 the red brick school was replaced by a new limestone building built by the WPA. During World War II an airstrip was built at Delhi for the military. Delhi's chronology includes the post office in 1893, the cemetery in 1898, the gin in 1900, the academy in 1903, the consolidated school in 1921, the East Delhi fire in the early 1920s, the Delhi Alumni Association in 1962, the Delhi High School constructed with Sayre and Erick in 1963, and the Delhi School closing in 1968.