Regarding Missouri, slavery and the Underground Railroad, a good starting point would be to consult--

"The Underground Railroad and the Missouri Borders 1840-1860," Missouri Historical Review, volume 37, number 4 (April 1943), pp. 271-285. After reviewing it, then consult the primary sources laid out in the footnotes. This article has a heavy emphasis on northeast Missouri, and references a number of slave-era newspaper articles from the region, particlarly Palmyra.

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You can also consult the following books, and utilize their footnotes and/or bibliographies for in-depth followup research:

"The Underground Railroad in Iowa and Missouri," by Annette L. Williams

"Runaway and Freed Missouri Slaves and Those Who Helped Them," by Harriett C. Frazier

"John Todd and the Underground Railroad -- Biography of an Iowa Abolitionist," by James Patrick Morgan

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A longtime, prominent north central Missouri resident (resided in Glasgow, then Brunswick), Dr. John Holmes Blue (1814-1875), wrote a series of articles on Missouri history that were published in the Chicago Times in the last few months of his life. One of those articles was entitled "Reminiscences of the Underground Railroad." I have never seen it, nor do I have a specific date of publication. Only a reference in a biography on him that it was published in the last couple months of his life. He died March 9, 1875, so that should give you a reference point to work back from.

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Regarding slavery in northeast Missouri, your starting point there is to consult all three volumes of the 1913 work by Walter Williams, "The History of Northeast Missouri." You'll find numerous references to slavery in northeast Missouri, as well as brief anecdotes (ex.-- Monroe County slave alleged to have killed his master's wife, then committed suicide). There are also a variety of northeast and north central Missouri county histories that were written just a decade or two after the demise of slavery that have anecdotal references to the peculiar institution. County histories that immediately come to mind (this listing is by no means all-inclusive) are "The History of Pike County," "The History of Boone County," "The History of Marion County," "History of Lewis, Clark, Knox, and Scotland Counties, Missouri," "History of Chariton and Howard Counties, Missouri"

And the book "Martyrdom in Missouri," by Rev. W.M. Leftwich has a chapter heading reference in Chapter 5, volume 1, "Underground Railroad and other Nefarious Schemes to Run Off the Slaves of Missouri."