Ancestry recently uploaded a dataset called "Returns from U.S. Military Posts, 1800-1916". If you subscribe to Ancestry, the table of contents is here:

http://www.ancestry.com/search/db.aspx?dbid=1571

In Rolls 1492 to 1494, there are the records of "Annie, Camp, MO".

They only have March of 1863, but the first page has "Post return of Camp Annie, Warrenton, Mo."

At a glance, I didn't see David S. Moore named. But it may be that only the officers and the absent were named. (I didn't study it very hard ... I was just trying to find out, like you, where Camp Annie was!)

Hope this is the right place! Does "Merrill's Horse" make sense?

Karen