There is no legal requirement that you continue to live in Missouri after you file for divorce. You should understand that you would need to remain involved your case and you may need to make court appearances.
If you have minor children, moving to another state while your divorce is pending can make the court’s custody and visitation decisions much more complicated.
After your divorce is granted, if you wish to move with your children to another state, you will have to give written notice to your former spouse. Your former spouse will have the opportunity to file a motion with the court to prevent you from relocating the children and the court will determine what is in the children’s best interests.