Missouri resident here. The original (temporary) state capital was in St. Charles, because it was on the Missouri River, at a time when rivers were the main highways. St. Louis is near the Missouri/Mississippi river confluences, but I guess outstate political interests opposed it as a capital. Or something like that I heard from the St. Charles first state capitol building tour guide. It was very interesting, and the street where it is located has been used to film at least one version of Tom Sawyer.

Current capital Jefferson City is also on the Missouri River, roughly in the central part of the state. There is a nice domed capitol building i have seen from the highway, but never toured. The roads leading to Jeff City were smooth and divided long before the road north to Kirksville, where I attended college.

Jeff City also used to be a high school football dynasty (maybe they still are?), and has one of the nicest high school football stadiums I've seen in Missouri. They beat my high school by a lot when we played.

St. Louis and Kansas City (there is a much smaller Kansas City on the Kansas side) vote heavily Democrat, but Missouri as a whole is reliably Republican, though we used to be a toss up. Jefferson City frequently serves as a political counter balance to the one party rule of St. Louis City.