Rocky Falls, near Eminence, MO, in Shannon County. I shot this video in Autumn, 2012, as I climbed the face of the waterfall.
This place is seriously worth the visit! At the bottom is an awesome old-timey swimming hole.
Note: There are two ways to climb to the top. The first is to climb the face, along the right side (as viewed from the bottom). The second is to locate the trail that leads from the picnic area (between the parking lot and the waterfall) to the top of the falls.