David Lossos has put together an amazing website of St Louis resources, one of which is a map of predominantly Irish parishes and where they were located. It can be found at http://genealogyinstlouis.accessgenealogy.com/EarlyIrishPari...
The St Louis County Library also has a finding aid for the parishes of St Louis along with having microfilms of most of the church records. They will do some limited lookups for people, but I would advise you to decide on the most likely church, then order the film to be sent to a Family History Center near you. If you find the baptism there it will be definitely worth your while to scroll through the entire film to find all the baptisms/marriages/deaths of siblings, note the godparents and also which children your relatives served as godparents for. One of those collateral baptisms may have the place of origin in Ireland and the librarian may not find that for you in just a single lookup.
I have found multiple other births for siblings who were born and died in between census years that I would never have known about otherwise.
If Mary and Emily were married in St Louis by a Catholic priest you can find which church that priest served at by consulting this list at the St Louis County Library site http://www.slcl.org/content/catholic-priests-st-louis-1841-1...
. If you check the church record for the marriage it may be in the same church that they were baptized in or may have a notation of where they were baptized.
Even if they were married somewhere besides St Louis, you should track down the church marriage record because often it will give the place of baptism. Since Marriage is considered a sacrament in the Catholic church the priest performing a marriage was (and is still) supposed to contact the church where the bride and groom were baptized and a notation is to be made by their baptismal record regarding the marriage. This cross referencing is wonderful when it happens!
Hope this helps.