In Hartford (across the river from St Louis), the stellar Lewis & Clark State Historic Site marks the spot where explorers Lewis and Clark departed on the first American journey across the western USA in 1804. The 55ft boat replica (in the visitor center), reconstructed winter camp (out on the low-slung prairie, though only visible from outside) and Mississippi River bashing by give a real feel for the scene. Tours of a reconstructed settler's cabin run on the half hour.
If you take a right towards the memorial (which has been swallowed by the river) and the levee, you can actually drive to the confluence of North America's two biggest rivers, the Mississippi and the Missouri (stay right at the fork on the road) – a decent alternative to visiting the nearby Confluence Tower, which is no longer regularly staffed.