I’m from Missouri, phr. — Green’s Dictionary of Slang

I’m from Missouri phr.

also I’m from St Joe, ...Texas

[orig. I come from Missouri. You have got to show me; the image is of the cautious countryman refusing to fall for the wiles of the city slicker. The phr. was popularized, though not actually coined, by Missouri Congressman Willard D. Vandiver (1854–1932) — see Cohen CoE 47:1-2 (2017) for a detailed discussion]

(US) a phr. used to denote one’s scepticism and suspicions; usu. ext. with some form of so you’ll have to show me!

1894		Sun. World-Herald (Omaha, NE) 28 Oct. 10: Johnson [i.e. a cyclist] says that he can cover a mile in 1:30 flat, but being from Missouri he will have to show me.
1896		F. Hutcheson Barkeep Stories 178: [used by a Chicagoan] ‘Just come to a flash wid de price. I’m from Missouri, you got to show me’.
1897		Wash. Post 9 May 27: ‘I’m from Missouri, and they’ll have to show me.’ That is what John Duffer, of Pike County, Missouri, remarked as he was being patched up in the office of Dr. Creighton at Manitou [...] ‘When the train went into that hole I thought we’d never see daylight again, and my only chance was to jump, and so I jumped. I’m from Missouri, and you’ll have to show me!’.
1904		Sydney Sportsman (Surry Hills, NSW) 18 May 3/5: Now, what does that editor mean? Search me! I’m from Missouri myself.
1904		G.V. Hobart Jim Hickey 15: Well, I'm from Texas, so you'll have to steer me.
1905		H. Green Actors’ Boarding House (1906) 318: ‘I’m from Missoury,’ said the deputy. ‘Show me!’ [Ibid.] 41: Every man who did work for him made plain the fact that he was ‘from Missouri’ and must have the cash before the goods were turned over.
1908		‘Hugh McHugh’ Go To It 23: I’m from Texas, so you’ll have to steer me.
1909		H. Green Mr. Jackson 72: ‘I’m from St. Joe on that stuff.’ ‘From St. Joe?’ [...] ‘I mean they got to show me,’ said the short man earnestly.
1912		Out West May 311/1: I’m open like a clam to conviction, but I’m from Missoury, and has got to be showed [DA].
1920		T. Thursday ‘Mr. Mister’ in All-Story Weekly 22 May 🌐 I was made aware of the presence of Chesterfield Criddle, the same being what they call a leading man. But you’ll have to show me!
1929		T. Wolfe Look Homeward, Angel (1930) 264: Helen laughed hoarsely. ‘I’m from Missouri,’ she said [...] ‘You’ve got to show me.’.
[1936		(con. 1920s) Dos Passos Big Money in USA (1966) 751: Pokerface stories told sideways out of the big mouth (from Missouri who took no rubber nickels)].
1936		J.T. Farrell World I Never Made 478: Go ahead! I’m from Missouri. Show me!
1948		B. Riker Pony Wagon Town 65: Other buttons presented silent testimony of one’s self-esteem: ‘There ain’t no flies on me,’ ‘I’m from Missouri, you’ve got to show me’.
2006		J.A. Gibson Daughters of the Diaspora Get Ready 116: We sometimes have that ‘I’m from Missouri; you’ve got to show me’ attitude.