There are lots of trans-Mississippi resources available for researchers! Are you as skeptical as this gentleman?
Don't be! The Missouri Digital Heritage website boasts over 500,000 digitized Civil War era records, Yes, you read that correctly. Essentially all of these records relate to the trans-Mississippi with Missouri, of course, being the focus.
Here are just a few of the collections that are digitized:
Boone County Historical Society Civil War Collection
Civil War Manuscripts, State Historical Society of Missouri
Missouri Judicial Records, Missouri State Archives
Palmyra Massacre Collection
St. Louis Area Civil War Digitization Project
Union Provost Marshal Records
Cape Girardeau Argus
St. Louis Daily Missouri Republican
Governor Hamilton Rowan Gamble Papers
Freedom Suits Case Files, 1814-1860
Additionally, the website features research guides, lesson plans, videos, and links to related websites. Impressive!!