Native Stone Winery and Bull Rock Brewery Native Stone is 300 Jefferson City, MO Wineries Missouri State Capitol and Missouri State Museum Jefferson City, MO Museums McKay Park Picnic tables, playground, and one kilometer fitness trail around a 20-acre lake. Jefferson City, MO Recreation Missouri Governor's Mansion Official residence of Missouri's First Family, constructed in 1871 Jefferson City, MO Famous Homes Family Aquatic Center Jefferson City, MO Water Parks