You will do a part year return for each state.
Information below looks good for both states.
MO on state pensions:
Missouri Public Pension Exemption. Depending on a variety of factors, you may be able to deduct up to 100% of your public retirement benefits received from PSRS or PEERS on your Missouri income tax return. The total public pension exemption is limited to the maximum social security benefit of each spouse.
KS on state pension:
Public pension income is fully exempt from the Kansas income tax.