I filed my taxes at the beginning of February, I received my federal refund but still waiting on my state (Missouri) refund. What is taking so long?

Some states are quick with refunds, while some (like MO, CO, LA, WV, GA, etc.) can take a long time--even several weeks--as they crack down on detecting fraudulent returns.

You need to first check to be sure that your return was successfully filed.   

If you efiled, what do you see when you check with this tool?   Was your state return accepted?
https://shop.turbotax.intuit.com/efile/efile_status_lookup.jsp

If that showed your efiled state return was accepted, or if you printed and mailed the return, the FAQ below tells how to check on a state refund.

TIP:   While you're at your state's tax website, also look for a statement or FAQ that may say about how long it takes to get a refund in your state and how to long to wait before phoning them.

FAQ:  How do I track my state refund?

https://ttlc.intuit.com/community/refund-status/help/how-do-i-track-my-state-refund/00/25571

If your state return was successfully filed and accepted, only the state tax agency can tell you the reason for any delay.  If they don't give you good info, it's possible Missouri has a state taxpayer's advocate office (might be called something else).   Many states do.