OpenStreetMap has the data, specifically 70k+ entries with the tag "man_made=petroleum_well" (also the less used "man_made=pumping_rig". Here's how they look on the map:
There are many tools to export all the data for a set of tags. In particular, start with manual searches using the OverPass-Turbo API, to see if this tag has good coverage for places you know of. Then start to read about bulk exports with this answer.
Once you download the bulk.osm file, you'd run something like this
./osmfilter bulk.osm --keep="man_made=pumping_rig =petroleum_well" > oil_wells.osm