Peg,
The Missouri State Guard fought as an autonomous entity at Wilson's Creek and Lexington, and probably at other places but I'm not sure. The Missouri State Guard began transfer to Confederate service in November, 1861. I do believe though that some of the units of the Guard were still carrying their Missouri State Guard Battle Flags at the Battle of Elkhorn Tavern(Pea Ridge), Arkansas in March, 1862. I believe there was a very good article on the MSG in the June, 1999 issue of North & South Magazine. I will have to check on that. The MSG gave the confederacy some fine leaders. Jo Shelby, Francis M. Cockrell and his brother Jeremiah Vardeman "Vard" Cockrell, John S. Marmaduke, and M. Jeff Thompason to name a few.
Len