here is the army historical institutes bibliography of the unit. Should contain some good sources, apparently a unit history was reprinted in 1997.
3d Missouri Cavalry

Crabtree, John. "From Helena to Vicksburg in August, 1862." In Military Essays and Recollections

(MOLLUS, IL, Vol. 4). Chicago: Cozzens & Beaton, 1907. pp. 105?21 (9 photocopied pages). E464M5.1991v13.

. "Recollections of the Pea Ridge Campaign and the Army of the Southwest." In Military

Essays and Recollections (MOLLUS, IL, Vol. 3). Chicago: Dial Pr, 1899. pp. 221?26 (9 photocopied pages). E464M5.1991v12.

Dyer, Frederick H. A Compendium of the War of the Rebellion. Vol. 2. Dayton, OH:

Morningside, 1979. Ref.

See p. 1304 (1 photocopied page) for a concise summary of the regiment's service.

Missouri. AGO. Annual Report...for 1864. Jefferson City, MO: W.A. Curry, 1865.

UA43M82.1864.

See pp. 166?67 (1 photocopied page) for a roster of officers.

. Annual Report...for 1865. Jefferson City, MO: Emory S. Foster, 1866. UA43M82.1865.

See pp. 321?27 (4 photocopied pages) for a brief regimental history and roster of officers.

Petty, A.W.M. A History of the Third Missouri Cavalry: From Its Organization at Palmyra,
Missouri, 1861 Up to November Sixth, 1864: With an Appendix and Recapitulation. Albany,
MO: Century Reprints, 1997. 121 p. E517.6.3rd.P48.1997.