The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is modeled by a second order Langevin equation. Both the transient and stationary state fluctuation theorems hold and the finite time corrections are very different from those of a first order Langevin equation. The periodic forcing of the oscillator is also studied; it presents new and unexpected short time convergences. Analytical expressions are given in all cases.