Warning, long post:
Another thread about cavalry inspired me to write down my CSA Missouri strategy, since cav and cav-likes play an important early role. I have been very successful against the AI even at the highest difficulty settings (Colonel, attrition, fixed in place, activation and detection bonuses, etc.) when following this plan, and I hope newer players can benefit from my experience and veterans can offer critiques. Some, all or none of the stuff below will apply for human opponents, and sorry in advance for being so long-winded.
Missouri:
If you are going to contest Missouri as either side it is critical to win Springfield; without it the CSA cannot access the MO build pool and will have difficulty bringing enough regs and arty into the region to be able to prevail, so the CSA cav that start in the theater have to carry more than their fair share in and around Springfield to stave off Lyons and Co.'s early push. You start with a lot of cav and cav likes, (Indians, partisans, bushwackers, rangers infiltrating from Texas, etc.) a lot of militia and not very much infantry and artillery. These forces are mainly located in Fayetteville, which is 1-2 turn from Springfield for cav and 2-3 turns march for artillery and militia/infantry. The opening battle for Springfield decides the MO theater, and is the second most important part of the map in the opening turns (after northern VA).
My plan:
First, deny supply lanes around Springfield: Destroy the Rolla depot by building a militia in Rolla on the first turn MO is activated so it can destroy the depot there on the second turn and skedaddle to Springfield before forces from St. Louis can capture it. Concurrently, send small stacks of one or two elements (of Cav and cav likes) to capture and burn as much of the stockade chain running NW from Fayetteville towards Leavenworth as possible focusing on the ones closest to Fayetteville. (I use O/B or O/G postures when moving into stockades: if the garrison does not spawn I auto-capture them, otherwise my guys do not engage the garrison or stick around to fight other troops protecting the forts.) If these task are both accomplished, any Union forces later trying to approach Springfield will be out of range of friendly depots from the NE and will not be able to resupply from- or flee for cover to- stockades to the West. Burning those stockades also secures Fayetteville from most harassment and flanking. Also concurrently, (this stuff is all happening on the first turns MO opens up) I queue up an infantry brigade and an artillery in Springfield. Two infantry brigades are even better, but early resources are constrained and Virginia is important too.
Second, I organize the militia in Fayetteville and send almost all of them to Springfield, hoping the weather will let me get them there and in supply in time to meet Lyons. After denuding the stockade chain for a turn or two I quickly get all the cav I am able up to Springfield to get organized along with everyone else for Lyon's arrival. He doesn't mess around, and will usually get to Springfield right as the infantry and arty I started in Springfield finish building and the rest of my troops make it to the party.
Third, win the battle (he will have to attack, so you have the advantage). If I can get as much of my starting PWR into lvl 2 entrenchments in the Springfield region as I possibly can with I am almost always able to hold him off.
If Lyons is defeated he will then have to retreat over several regions of difficult terrain with low cohesion while beyond supply range (pray for mud to compound his problems). You probably won't be able to surround and stack-wipe him, but he will run back to St. Louis with his tail between his legs leaving you in firm control of Springfield and its build-pool, and well positioned to later take Jefferson City and eventually St. Louis.
Be sure to concentrate all effectives [color="#DAA520"]in the region and not the structure[/color] for this initial battle: the Springfield supply situation cannot withstand a siege, and if you split your forces into parts you risk losing the initial battle and getting bounced out of Springfield, in which case you generally lose the theater.
Along the way you will need to do something about the abysmal supply chain to Springfield, which is a solvable problem, though only barely.
Shelby is hands down the best leader in the theater, but unfortunately he has low seniority so you will be relying on McCulloch, Price or Van Dorn to lead when you are concentrated, but bear in mind that Shelby is still a great division commander and any division makeup he commands is very potent (infantry, artillery, etc.) while his combat cav bonus passes to the whole stack no matter what. The CSA has to constantly juggle leaders, stacks and division compositions to suit the situation at hand in this theater, but has the potential to profit from finesse and targeted micro-management.
Once division formation happens (by which time if everything goes to plan I already have Springfield safely under control) I make a division for Shelby with most of the cav, the mounted volunteers and any HA I have on hand. This isn't really a scout stack (I keep a couple of loose cav for that purpose) more of a light combat stack. Union Athena is constantly moving her forces around and a mobile Shelby division has the speed, weight and patrol to waylay lone brigades and militia elements as she shuttles them through the regions north and west of Springfield. If it is going to see large scale combat (full sized enemy divisions in battles for Springfield, Jefferson City or St. Louis) I like to merge this division into friendly infantry divisions rather than fight in a pure cav/cav-like stack next to the infantry.
From Springfield it is easy to capture Jeff City. Interdict the rails between it and St. Louis to pressure supplies in Jeff and to slow down potential counter-attackers or defenders trying to rail in from St. Louis. Once you take Jeff, entrench yourself outside the structure and build a flatboat depot or two there to supply the position. From there amass your forces and use scout stacks to establish rail control to St. Louis. Building a stockade in the region directly west of St. Louis provides a nice protected supply point rail connected back to Jeff City from which you can stage attacks on the city itself. A stockade there has the further benefit that should you lose a battle in St. Louis the stockade will draw your retreating forces safely to the west rather than allowing them to retreat to the region south of St. Louis where they would be out of supply and very poorly positioned.
Even once I build out the MO force pool and swing everything from AR that I can muster, I sometimes still need to transfer a division from TN to carry St. Louis, (usually one built in and around Memphis) which I am not afraid to run past the guns at Cairo if I need to use the Mississippi River to get them there. If you (like me) bring JoJo or PGT into the KY/TN area after Lee takes command to reduce army crowding in VA, then ASJ is available to shift into MO to provide enough CPs to power the eventual push on St. Louis.
Capturing St. Louis itself is often predicated on being fairly active in KY. If your TN forces can make a quick push to Louisville and use the forward build point to create a threat to the Indianapolis/Cincinnati area, the AI will be too preoccupied defending those high interest cities to commit to a successful defense of St. Louis. If you leave KY, IN and OH uncontested the AI will shift many of those troops to Missouri.