The Missouri Digital Heritage archive makes a heroic effort at building a one-stop shopping portal for the state's digital content. They do a good job, but don't go thinking this one resource will get you all that the state of Missouri has to offer.
Digital Heritage offers a number of online exhibits as well, mixing together Missouri history with other historical themes:
There's much more to explore at the official Missouri State Archives website, including a host of digital resources -- many that will thrill family history researchers -- that are not part of the Digital Heritage site and are easy to overlook:
The Birth/Death records include stillborn births, a rarity in genealogical research.
State archives also include a County Inventory database that indexes the (mostly offline) archives held at the local level, and highlight, as well, a few additional online collections:
The Missouri-Mormon War! Who knew!
Speaking of collections, head back to the Digital Heritage Collections site for a moment, where you can find the full list of several hundred online Collections, not all of which (e.g. Albrecht Dürer Woodcuts) have a Missouri focus:
Missouri seems to have a real dedication to preserving, digitizing and making available its historical materials, and is looking for even more content to offer online: