The Oklahoma City Thunder brought back most of their championship roster, but not all. Shooting guard Adam Flagler was not brought back and recently signed with the San Antonio Spurs.
In an interesting quirk of NBA rules, each team has a trio of players on their roster who are ineligible for postseason play -- two-way players. They have a specific set of rules as to how often they can practice with and play for the team, as those roster slots are intended to be a bridge between a team and their G League affiliate.
Yet while those players cannot play in the postseason, they do still count as a part of the team when they win a championship.