If a will was not filed in the probate courts in missouri is it legal?

I usually suggest filing probate, as if there is no will, in a case like this. That is, assuming there are assets to fight over. If so, file for probate and force them to produce the will. Certainly, if there is a will they will bring it forth then.  I encourage you to find an experienced probate attorney, in your area, as there are lots of steps to take before filing. Among other things I usually check the public records to see if there is real estate in the name of a trust. If there is a trust then the rules are likely different than a normal probate situation. In any event, good luck to you!