Hi from Illinois. I live just across the river. There is a nice shop on Main St. in St. Charles called Patches. They also have an embroidery/cross stitch store next door. There use to be a shop at Wentzville in the big outlet mall on I-70. I don't remember the name of it though.
Helen's Hen House is also a great shop. It is off of I-270 where it meets with the north end of I-170. I believe the address is on Dunn Rd. This shop also has a weaving/knitting department on the second floor.
I hope this helps a little.
I bet you're glad you missed the ice and snow in OK this weekend!!