You will need to file a nonresident Missouri tax return to get a refund of the state taxes withheld. You should also inform your employer that you need Kansas state taxes withheld and not Missouri.
You will get a credit on your Kansas resident state tax return for the taxes paid to Missouri. So make sure your complete the nonresident tax return before the resident tax return.
@DoninGA why would there be any tax liability to MO? the OP lives and works in KS.
Simply the submission of the non-resident tax return should return all the withholdings from the paychecks.
there would be no credit on the KS tax return because no tax was paid to MO, right?
Your employer should not be withholding the Kansas City 1% earnings tax, since you neither work or live in KC. You'll need to file a KC return to get the e-tax refunded.
The type of required documentation varies from one taxpayer to another. To determine what type of supporting documentation may be required, please contact Taxpayer Services at (816) 513-1120.
https://www.kcmo.gov/city-hall/departments/finance/tax-home/tax-faqs
MO does not tax non-resident remote workers. If you're certain you will never physically work within MO during the tax year, then submit Form MO-W4 to your employer, checking the first box in item 4.
https://dor.mo.gov/forms/MO%20W-4.pdf