If neither you nor your wife lived in or physically worked in MO during the entire tax year, then your work income is not taxable by the State of Missouri.
If MO taxes were mistakenly withheld from your pay, then you must file a non-resident MO tax return, on which you allocate zero income to MO, in order to obtain a refund of the incorrect withholdings.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
