Why don't we try Jay Nixon again? McCaskill is in critical condition, and could transition to DOA without much difficulty, we don't have much to lose that is not already tilting towards the lost side. It's time for drastic actions.
Just accept that Missouri is gone for Dems.
Why is Missouri gone for the Democratic Party? They could win in the middle of the state if they run good candidates.
I don't think Missouri's people have gotten a whole lot more conservative (though the suburbs outside STL probably have) -- St Louis has experienced fierce population decline and so democrats in that state have to balance the urban machines and the rural outreach that you need.
Jay Nixon could do it (blue dog that he was, cut the budget). The trick for Missouri Democrats is getting the primary vote from the KC area and not completely alienating everything in between. But it's an extremely rapid change and votes that existed in St Louis City don't exist anymore. In the meantime, elected officials like McCaskill are having a real trouble adjusting.