Before its closing, it was the oldest continually operating penitentiary west of the Mississippi River. Be ready to learn the history of the Missouri State Penitentiary, including information on infamous inmates, the Riot of 1954, escape attempts, female inmates, and much more! What Happened In This Missouri Prison Will Disturb You To The Core. Visitors will be able to experience a modified 2-hour ghost tour, which will include access to Housing Units 1, 3, and the gas chamber, for the 2020 tour season. Please note that tour sizes are limited, if you see that a tour is sold out, you may contact our office for other Missouri State Penitentiary tours that may be available. Missouri State Penitentiary, also known as “The Walls”, was in operation from 1836 to 2004 and is located in Jefferson City. If you want to plan your own visit to Missouri State Penitentiary, you can find hours for their public tours at their official website, including rates for private, all-night lockdowns as well.The staff are a top-notch, fun-as-hell gang of history buffs with a weird streak, and they’ll make sure you have a fantastic time whatever you choose. You’ll also tour the dungeon cells, Housing Unit 3, and the gas chamber, where many notorious inmates were put to death after eating their last meal.