According to KTOK 1000 out of OKC, there is no record of this man ever working for the Navy and the Navy had no surveillance cameras in the area. The Navy is out at Tinker AFB with the Navy E-6's.
Here is a list of offices that were in the Murrah Building:
At the time the bomb was detonated, numerous federal agencies had offices in the Murrah Building: Bureau of Alcohol, Tobacco and Firearms (BATF); Drug Enforcement Administration (DEA); Army and Marine recruiting offices; Department of Veterans Affairs; General Accounting Office; U.S. Department of Health and Human Services; U.S. Department of Defense; U.S. Customs Service; U.S. Department of Agriculture; U.S. Department of Transportation; and General Services Administration. The Federal Employees Credit Union and Americas Kids Child Care Development Center were also housed in the building. When the catastrophe occurred, about 600 federal and contract workers and about 250 visitors were in the building (Oklahoma Department of Civil Emergency Management, 1996).
Oops...just had a flashback.