I live in Michigan, work for a company based in Florida, but physically work in Missouri. What state did I make money in; Florida or Missouri?

You earned income in Missouri.  File a Non-Resident Return for Missouri (report only Missouri income and tax paid there), and a Resident Return for Michigan (report all income from anywhere, and all tax paid to anywhere). 

Here's some info to help you:

https://ttlc.intuit.com/replies/4777207