Arkansas and Missouri have some great CGs. Like others mentioned, Petit Jean SP is truly outstanding. If you head to Eureka Springs, check out the COE GCs around Beaver Lake (Dam Site CG is scenic). I'd offer up a couple more CGs in Arkansas...Devil's Den SP, Mount Magazine SP, and Lake Catherine SP near Hot Springs.
Missouri...well we enjoy it but mostly in the Arcadia Valley region which is in SE Missouri, near Annapolis. Tam Sauk Mtn SP, Ozark Scenic Riverways, and Johnson's Shut Ins SP. At Johnsons Shut Ins, its a very nice swimming river. Check out Elephant Rocks SP also.
Tatest is correct about Oklahoma as well. We love Lake Wister SP and Beavers Bend SP.
This area of the country is seriously under rated, we love it.