Hi, Ken,
The Missouri Secretary of State's office also has SOME information on deaths prior to 1910...the following link will get you to the page, but what you are looking for may not be there...I haven't had a lot of luck with it! If not, I'm not sure where to direct you! If you know the date, you might be able to find some information in the county where he died, or in old newspaper obits...(I'm sure you've probably already tried that!)
Here's the link...good luck!
http://www.sos.mo.gov/archives/resources/birthdeath/