I do not know of a database you can search for people who have passed away since 1900. You might want to contact the St Louis City or Count Probate Courts (depending on where they filed, if they filed)
St. Louis City Probate Court
Civil Courts Bldg, 10th Floor
10 N. Tucker Blvd
St. Louis, Missouri 63101
314.622.4227
St. Louis County Probate Court
St. Louis County Courts Bldg
7900 Carondelet, 5th Floor
Clayton, Missouri 63105
314.615.2629
For future reference, the do have an online database of 'judicial records' for those who have died before 1900 in St Louis City and 1876 in St Louis County.
http://www.sos.mo.gov/archives/mojudicial/ Again this is all dependent on if they had a will in the first place. Most did not.
Happy Hunting!