I am not admitted in MO and have no intention of giving you legal advice. I am just exercising my constitutional right to comment on a scenario I find interesting. I can tell you that in PA, where I am admitted, we did not have such a law until about 2 years ago. (A woman found her landlord was taping, but not voice recording, her bedroom. There was nothing that could be done CRIMINALLY to the landlord. The legislature acted within a few months to remedy the loophole.) I think many states still have the same loophole -- which is that, unless there is also a sound recording, the video itself is not illegal. (Generally, sound recording what should be private, without the consent of at least one party to the conversation, violates wiretapping laws -- it does not have to involve a phone conversation.)
You must go look at the MO "peeping Tom" law and see what it says. As I said before, these statutes generally cover only visual intrusions in real time and not taping for later viewing. (Mainly, I guess, because such a possibility has really only arisen in the past 20 years or so.) You may also want to look at the MO wiretapping law and see if it has been updated to include surreptitious VIDEO taping. (Obviously, if the camera is in plain view as in a parking lot or secure area, there is no violation.)
I took "illegal" to mean criminal. If you just mean that you can sue, yes -- you absolutely can sue for invasion of privacy and an entire bevy of other torts. If that's the case, see an MO tort lawyer about it. Act quickly because I have no idea what the relevant statute of limitations in MO is.