A few ideas for you... Elephant Rocks State Park, MO; Johnson Shut-ins, MO; Land Between the Lakes, KY; Shawnee National Forest, IL; Sam A Baker State Park, MO; and then you always have Lake of the Ozarks.
Actually about any state park in MO that we have visited, we've enjoyed.
Doug
edit - sorry, the only one of these that have drive-thru wildlife would be LBL.
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