Missouri became a state in 1821 and the trail began in Missouri but I am not sure if it is considered cutting thru Missouri since the trail started so close to the border of the state.
This is answerwed in another section... The trail went from Missouri through Kansas, part of Colorado and into New Mexico... problem is, with the exception Missouri, none were states in 1821. Missouri became a state in the middle of that year. Seems to me the answer would be "None".