I made a decision that I was going to visit the Missouri History Museum's Research Library this Saturday, so I visited their website to see what I could learn of their holdings before my trip.
[Note: This 'trip' will be a 10 minute drive for me, and the only reason I can come up with for postponing it until now is an emotional one. In the 1980s the congregation my family attended built a new synagogue and sold the one I grew up with to the Missouri History Museum, which converted it into their research library. The building could have been torn down, so I should be happy it was preserved, but I definitely have an emotional attachment to it.]
The Missouri History Museum website has a Genealogy and Local History Index, which I am certain wasn't there the last time I visited their website. The database is flexible and allows you to search by personal name, business name, street address, or by source (currently 'over 125 distinct sources' are indexed).
Images aren't provided, but you are able to request a photocopy of the indexed page - $4 if you are a member of the history museum, $5 if you are a resident of St. Louis City or County, or $7 for anyone else.
I found several items I am going to look up on Saturday. In particular, I am going to head straight for their section with high school yearbooks, as I found several hits from the 1920s and 30s in them. None direct ancestors, but several cousins.
The website also has a growing digital archive. For example, here's a 1910 prediction of 2010 downtown St. Louis (pdf).