While I don't often stay in the St. Louis area, but when I do I am usually headed west and have found the St. Louis West/Historic Route 66 KOA
to be may favored location. It is located in Eureka, MO one of the nearby St. Louis Suburbs.
I have also stayed at the Casino Queen RV park
in East. St. Louis, IL when camping with friends. While much has improved over the past 30 years, it can still be a little dangerous to travel East St. Louis surface streets at night so I plan on being in my rig before dark when staying there.
There are many RV parks on the outskirts of the city, but plan on higher rates when you get closer to the the theme parks.
Good luck with your investigation!