In TX or MO, you can own a handgun. You just can't buy from a dealer/FFL/gun store. You need to find one that's being sold by a non-dealer. Look in the classifieds, online, and at gun shows. The seller might not want to sell to you, and that's their prerogative, but it's legal for them to.
http://www.moga.mo.gov/statutes/chapters/chap571.htm