Which U.S. state hosted early Ted Lasso season 4 filming?

Missouri hosted early Ted Lasso season 4 filming.

Production used locations in the Kansas City area, including Kansas City, Missouri, before continuing with other production work. The Missouri connection was especially relevant because Jason Sudeikis grew up in the Kansas City area and the series has long connected Ted's backstory with the American Midwest.

Kansas City spans two states, which creates a common source of confusion. The city is divided by the Missouri–Kansas border, but the Missouri locations used for season 4 filming were specifically reported in production coverage.

This answer is different from Kansas City itself, the nearby Kansas locations, and the state of Kansas. The question asks for the U.S. state associated with the early filming locations, making Missouri the precise answer.