Missouri has no official nickname, but 'the Show Me State' is a well–known epithet that's used on license plates.
According to the website of the Missouri Secretary of State (John R. 'Jay' Ashcroft assumed office in 2017), it was popularised by Congressman Willard Vandiver, who in 1899 declared, in a speech, that "I come from a state that raises corn and cotton, cockleburs* and Democrats, and frothy eloquence neither convinces nor satisfies me. I'm from Missouri, and you have got to show me."
The same article suggests however that the idea may have originated a few years earlier, in the mid–1890s, when a number of lead miners from Missouri were imported to replace their striking brethren in Colorado. They were unfamiliar with the methods and techniques used there, and required frequent instructions. Pit bosses began saying, "That man is from Missouri. You'll have to show him."
By 1899, it would appear, the description had already evolved from a suggestion of a certain slowness of wit to an assertion of the "stalwart, conservative, noncredulous character" of the typical Missouri citizen.
The Secretary of State's article is cited by Wikipedia.
* The cocklebur is a thorny plant in the sunflower tribe**, whose seeds are poisonous and can be fatal if eaten by livestock. It's legally listed as a noxious weed in the states of Arkansas and Iowa, and has become an invasive species worldwide. Although it has been used for making yellow dye, hence the name of the genus (Xanthium – Greek xanthos = 'yellow'), I can't imagine why the people of Missouri would want to raise it. I'm guessing that Congressman Vandiver was making reference to the harshness of the Missourian ecosystem and the issues with which the state's farmers have to contend.
** A tribe is a taxonomic rank above genus, but below family and subfamily. The Heliantheae (sometimes called the sunflower tribe) are the third–largest tribe in the sunflower family (Asteraceae).
© Haydn Thompson 2021