McVeigh also was not a member of any militia group either.
From a Milita Website:
Tim McVeigh, arrested in connection with the attack, has been linked to a militia group. He has espoused hatred of the government over destruction of the Branch Davidian compound near Waco, Texas, that killed four federal agents and cremated men, women and children.
http://www.logicsouth.com/~lcoble/militia/lmil29.txt
While not being a member of the militia outright he certainly did identify with them as well as the nutcases in Elohim City in Eastern OK! Thus McVeigh became the poster boy for the militia at one time and eventually this connection has done in the vast majority of militia members.