There are many more Missouri state business directories at the State Historical Society of Missouri for the late 1800s to early 1900s, and they are arranged alphabetically by town. A number of them are also available in HathiTrust (see: Primary Sources tab of this guide).
You can find election returns by county in the Missouri Blue Books (a.k.a. Official Manual of the State of Missouri, title varies slightly over time), at the call number JK5431 .M58. There is a printed set on the 2nd floor of Ellis Library, but they are also online, from the Missouri Secretary of State website and in HathiTrust. Examples: 1888, 1936, 1960.
Missouri: An Autobiography was made for distribution at the 1904 World’s Fair in St. Louis and gives a detailed picture of every aspect of life in the state from that time. Some highlights: