Missouri has historically been a border state, and was torn during the Civil War. I suppose that legacy still remains to one degree or another, though I'm not necessarily saying there's a correlation with not voting for Obama. St. Louis County (where I live), Jackson County (Kansas City), Boone (Columbia, where Mizzou is), and St. Louis City all firmly voted for Obama. There were a couple other counties as well. But the rest went to McCain. The same was essentially true in 2004, except Bush won by a much larger margin than did McCain.
The interesting and perhaps inexplicable development, is that Missouri overwhelming elected a Democratic governor (Jay Nixon) and narrowly voted for a Republican president. There were many rural counties that voted for Nixon for governor, but McCain for president. What's the explanation? I'm not sure - Matt Blunt (outgoing, Repub. Governor) was unpopular, but so is GW Bush. A cynic might say that rural Missourians voted for a white Democratic governor but would not vote for a black Democratic President.