The State of Missouri has created a number of departmental RSS news feeds. The most recent headlines of most feeds, but not all, are aggregated to a centralized agency news portal web page. Every hour the State Webmaster scours feeds on her agency servers to update this portal.
The portal page has links to agency "news archives," such as that for the Department of Agriculture, which generally provide better headline access to their own news releases. While a centralized news portal is a good idea, I can think of two reasons why you might want to read the feeds with your own client aggregator: the HTML parsed news pages load slowly and the lottery feed (their most active for some reason) may be blocked by your institutional Web filter.
The state has prepared a standard for constructing RSS 2.0 feeds, and Kevin Lanahan at the Department of Insurance has created a friendly "Basic Guide to Creating an RSS News Feed" which hand-coders of feeds will find informative.
The Missouri government feeds are: