From the Grand Lodge of Missouri Wikipedia page:
The first Lodge in Missouri was created by residents of Ste. Genevieve, Missouri. The charter was issued on November 14, 1807 on a warrant from the Grand Lodge of Pennsylvania for the Louisiana Lodge No. 109, to be held in St. Genevieve, Territory of Louisiana with the following officers: Aaron Elliott, Master; Andrew Henry, Senior Warden; and George Bullitt, Junior Warden.
On September 15, 1808, the Grand Lodge of Pennsylvania granted a warrant to Meriwether Lewis (leader of the Lewis and Clark Expedition, and the first governor of the Territory of Louisiana), Master, Thomas Fiveash Riddick (our first Grand Master), Senior Warden, and Rufus Easton, Junior Warden, for Saint Louis Lodge No. 111. This Lodge was constituted November 8, 1808, by Otho Shrader under dispensation dated September 16, 1808.
Later, the Grand Lodge of Tennessee granted charters to three Lodges in Missouri Territory: Missouri Lodge No. 12, in St. Louis, October 8, 1816, Joachim Lodge No. 25, at Herculaneum, October 5, 1819, and St. Charles Lodge No. 28, at St. Charles, October 5, 1819.
In 1820 Unity Lodge was established at Jackson under dispensation from the Grand Lodge of Indiana. It was in existence when the Grand Lodge of Missouri was organized, and was rechartered by it as Unity Lodge No. 6.
On February 22, 1821, representatives from Missouri Lodge No. 12, Joachim Lodge No. 25, and St. Charles Lodge No. 28, assembled in the hall of Missouri Lodge and resolved to organize a grand Lodge for the State of Missouri. The Grand Lodge was organized April 21, 1821, and a constitution and by-laws were adopted.