The site has often been lauded in Family Tree Magazine's Top 100 websites and for good reason. It is most often referenced for it's database of Missouri death certificates from 1910-1960, but there are so many other great resources on the site that it is hard to choose some to highlight. I have found many a veteran ancestor in their Missouri Soldier’s Database: War of 1812 - WWI and the site currently explores the history of Missouri in the Civil War with links to collections, research guides and lesson plans. I also found an interesting link to the process behind preserving the Dred Scott papers, a good read for anyone interested in preserving documents.
There are legal documents, maps, newspapers, naturalization records...the list goes on and on. If you have ancestors that even stepped in Missouri at some point, I would hazard a guess that you could find them at the Missouri Digital History site. In short, it's good to be from Missouri.