American Legion Auxiliary Missouri Girls State (ALA MGS) was established in 1940 as one of the first 11 ALA Girls State programs in the nation. The inaugural session was held that summer at William Woods College (now University) in Fulton, Missouri, under the leadership of Lutie Long Smith. That first year, 213 citizens participated, and Juanita Curry was elected as the program’s first governor. Citizens were organized into three counties—Scott, Price, and Barton—and six cities: Pershing, Koontz, Boone, Crowder, Lewis, and Clark.
 

ALA MGS remained at William Woods for 17 sessions, with no sessions held in 1943 and 1945 due to World War II. Following a fire at the college in 1959, the program moved to Christian College in Columbia in 1960, then relocated to Stephens College in 1961 to accommodate growing attendance.
 

In 1976, the program returned to William Woods University, where it remained until 1998 before moving to Central Missouri State University (now the University of Central Missouri) in Warrensburg. In 2020, the session was canceled due to the COVID-19 pandemic. Then in 2022, ALA MGS moved to its current home at Lindenwood University in St. Charles, Missouri.