A good bit of my family tree links to this portion of the nation...and fortunately Missouri really is the 'Show Me' state when it comes to genealogy records.
Missouri marriage records from 1805-2002 are available online to ancestry members. Marriage records are especially helpful in tracking down female family members because they give you a clear, documented source of the transition between maiden and married last names.
Another neat, though significantly less joyful, way that Missouri makes tracing family roots easy is the availability of death records as part of the Missouri Digital Heritage collection. With a minimal amount of searching you can get scanned copies of original death certificates for people (at least 50 years old) who died between 1910 and 1961. These are available online to anyone and can provide details about parents' names, occupation, address, illnesses, and accidents, among other things.
For me personally the resource that officially launched my genealogy hobby was the Green Hills Pioneers website! This vast collection focuses on three counties - Caldwell, Daviess, and Livingston in north-western Missouri. This was apparently THE place to be if you were related to me and alive in the 1800s.
Today my tree contains 1325 people and 1982 records.