'The Show Me State'
The nickname "The Show Me State" evolved from a speech of Congress member Willard Duncan Vandiver in Philadelphia in the year 1899. "...I am from Missouri. You have got to show me!"
The state itself - of course - is named after the Missouri River. Missouri is said to an Indian phrase with a meaning like 'place for big canoes'.
Capitol is Jefferson City but the largest cities are Kansas City (half in Kansa, half in Missouri) and St. Louis. Both cities are important transportation hubs in the United States.