Form N-Q

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549

FORM N-Q


QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number         811-7616         

        Nuveen Missouri Premium Income Municipal Fund         
(Exact name of registrant as specified in charter)

Nuveen Investments
        333 West Wacker Drive, Chicago, Illinois 60606         
(Address of principal executive offices) (Zip code)


Kevin J. McCarthy Vice President and Secretary
        333 West Wacker Drive, Chicago, Illinois 60606         
(Name and address of agent for service)

Registrant's telephone number, including area code:         312-917-7700        

Date of fiscal year end:            5/31          

Date of reporting period:         2/28/09         

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Schedule of Investments

    Portfolio of Investments (Unaudited)             
    Nuveen Missouri Premium Income Municipal Fund (NOM)             
    February 28, 2009             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Staples – 3.5% (2.2% of Total Investments)             
$ 1,000    Missouri Development Finance Board, Solid Waste Disposal Revenue Bonds, Procter and Gamble    No Opt. Call    AA–  $  961,450 
     Inc., Series 1999, 5.200%, 3/15/29 (Alternative Minimum Tax)             
    Education and Civic Organizations – 2.2% (1.4% of Total Investments)             
250    Lincoln University, Missouri, Auxillary System Revenue Bonds, Series 2007, 5.125%, 6/01/37 –    6/17 at 100.00    AAA    239,723 
     AGC Insured             
365    Missouri Health and Educational Facilities Authority, Revenue Bonds, Webster University,    4/11 at 100.00    Baa1    368,785 
     Series 2001, 5.500%, 4/01/18 – MBIA Insured             
615    Total Education and Civic Organizations            608,508 
    Health Care – 20.2% (12.8% of Total Investments)             
710    Cape Girardeau County Industrial Development Authority, Missouri, Health Facilities Revenue    6/17 at 100.00    N/R    555,916 
     Bonds, Southeast Missouri Hospital Association, Series 2007, 5.000%, 6/01/27             
480    Cass County, Missouri, Hospital Revenue Bonds, Series 2007, 5.625%, 5/01/38    11/16 at 100.00    N/R    312,173 
480    Clinton County Industrial Development Authority, Missouri, Revenue Bonds, Cameron Regional    12/17 at 100.00    N/R    260,242 
     Medical Center, Series 2007, 5.000%, 12/01/37             
750    Joplin Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Freeman    2/15 at 102.00    BBB+    604,868 
     Health System, Series 2004, 5.500%, 2/15/29             
500    Missouri Health & Educational Facilities Authority, Saint Lukes Episcopal-Presbyterian    6/11 at 101.00    AAA    495,400 
     Hospitals Revenue Bonds, Series 2001, 5.250%, 12/01/26 – FSA Insured             
    Missouri Health and Educational Facilities Authority, Revenue Bonds, BJC Health System,             
    Series 2003:             
1,500     5.125%, 5/15/25    5/13 at 100.00    AA    1,461,375 
1,155     5.250%, 5/15/32    5/13 at 100.00    AA    1,087,028 
425    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lake Regional Health    8/09 at 100.00    BBB+    393,848 
     System, Series 1996, 6.500%, 2/15/21             
500    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lake Regional Health    2/14 at 100.00    BBB+    400,735 
     System, Series 2003, 5.700%, 2/15/34             
6,500    Total Health Care            5,571,585 
    Housing/Multifamily – 7.9% (5.0% of Total Investments)             
405    Jefferson County Industrial Development Authority, Missouri, Multifamily Housing Revenue    12/11 at 100.00    N/R    357,125 
     Bonds, Lakewood Apartments Project, Series 2001B, 5.750%, 11/01/34 (Mandatory put 11/01/16)             
     (Alternative Minimum Tax)             
275    Missouri Housing Development Commission, Multifamily Housing Revenue Bonds, Series 2001II,    12/11 at 100.00    AA    285,247 
     5.250%, 12/01/16             
500    St. Charles County Industrial Development Authority, Missouri, FHA-Insured Multifamily Housing    4/09 at 101.00    AAA    481,420 
     Revenue Bonds, Ashwood Apartments, Series 1998A, 5.600%, 4/01/30 – FSA Insured (Alternative             
     Minimum Tax)             
445    St. Louis County Industrial Development Authority, Missouri, GNMA Collateralized Multifamily    4/09 at 100.00    AAA    451,506 
     Housing Revenue Refunding Bonds, South Summit Apartments, Series 1997A, 5.950%, 4/20/17             
600    St. Louis County Industrial Development Authority, Missouri, GNMA Collateralized Multifamily    4/09 at 100.00    AAA    608,796 
     Housing Revenue Refunding Bonds, South Summit Apartments, Series 1997B, 6.000%, 10/20/15             
     (Alternative Minimum Tax)             
2,225    Total Housing/Multifamily            2,184,094 
    Housing/Single Family – 6.3% (4.0% of Total Investments)             
80    Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, Homeownership    3/10 at 100.00    AAA    82,169 
     Loan Program, Series 2000B-1, 6.250%, 3/01/31 (Alternative Minimum Tax)             
920    Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, Homeownership    9/16 at 100.00    AAA    808,340 
     Loan Program, Series 2007A-1, 4.700%, 9/01/27 (Alternative Minimum Tax)             
1,000    Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, Homeownership    3/17 at 100.00    AAA    847,070 
     Loan Program, Series 2007C-1, 4.800%, 9/01/38 (Alternative Minimum Tax)             
2,000    Total Housing/Single Family            1,737,579 
    Long-Term Care – 7.2% (4.5% of Total Investments)             
1,750    Cole County Industrial Development Authority, Missouri, Revenue Bonds, Lutheran Senior    2/14 at 100.00    N/R    1,272,338 
     Services – Heisinger Project, Series 2004, 5.500%, 2/01/35             
475    Lees Summit Industrial Development Authority, Missouri, Revenue Bonds, John Knox Village    8/17 at 100.00    N/R    315,761 
     Obligated Group, Series 2007A, 5.125%, 8/15/32             
500    St. Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village    9/17 at 100.00    N/R    385,895 
     of West County, Series 2007A, 5.500%, 9/01/28             
2,725    Total Long-Term Care            1,973,994 
    Materials – 1.7% (1.1% of Total Investments)             
750    Sugar Creek, Missouri, Industrial Development Revenue Bonds, Lafarge North America Inc.,    6/13 at 101.00    BBB–    476,798 
     Series 2003A, 5.650%, 6/01/37 (Alternative Minimum Tax)             
    Tax Obligation/General – 28.3% (17.8% of Total Investments)             
1,500    Camdenton Reorganized School District R3, Camden County, Missouri, General Obligation Bonds,    No Opt. Call    AAA    1,553,085 
     Series 2005, 5.250%, 3/01/24 – FSA Insured             
500    Jackson County School District R-7, Lees Summit, Missouri, General Obligation Refunding and    3/12 at 100.00    AAA    535,690 
     Improvement Bonds, Series 2002, 5.250%, 3/01/18 – FSA Insured             
500    Missouri School Boards Association, Lease Participation Certificates, Clay County School    3/17 at 100.00    AAA    516,495 
     District 53 Liberty, Series 2007, 5.250%, 3/01/27 – FSA Insured             
1,630    North Kansas City School District, Missouri, General Obligation Bonds, Series 2003A,    3/13 at 100.00    AA+    1,690,098 
     5.000%, 3/01/23             
1,000    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/20 –    No Opt. Call    AA–    943,490 
     MBIA Insured             
2,020    Ritenour Consolidated School District, St. Louis County, Missouri, General Obligation Bonds,    No Opt. Call    A1    2,268,420 
     Series 1995, 7.375%, 2/01/12 – FGIC Insured             
270    St. Louis County Pattonville School District R3, Missouri, General Obligation Bonds, Series    3/14 at 100.00    AAA    291,222 
     2004, 5.250%, 3/01/20 – FSA Insured             
7,420    Total Tax Obligation/General            7,798,500 
    Tax Obligation/Limited – 28.6% (18.0% of Total Investments)             
600    Chesterfield, Missouri, Certificates of Participation, Series 2005, 5.000%, 12/01/24 –    12/15 at 100.00    Aa1    587,784 
     FGIC Insured             
80    Cottleville, Missouri, Certificates of Participation, Series 2006, 5.250%, 8/01/31    8/14 at 100.00    N/R    62,468 
450    Fenton, Missouri, Tax Increment Revenue Bonds, Gravois Bluffs Redevelopment Project, Series    4/14 at 100.00    N/R    416,543 
     2006, 4.500%, 4/01/21             
315    Fulton, Missouri, Tax Increment Revenue Bonds, Fulton Commons Redevelopment Project, Series    6/16 at 100.00    N/R    203,247 
     2006, 5.000%, 6/01/28             
475    Kansas City Tax Increment Financing District, Missouri, Tax Increment Revenue Bonds,    6/14 at 102.00    N/R    344,038 
     Briarcliff West Project, Series 2006A, 5.400%, 6/01/24             
415    Missouri Development Finance Board, Independence, Infrastructure Facilities Revenue Bonds,    3/16 at 100.00    A+    372,869 
     Crackerneck Creek Project, Series 2006C, 5.000%, 3/01/28             
360    Missouri Development Finance Board, Infrastructure Facilities Revenue Bonds, Branson Landing    6/15 at 100.00    BBB+    263,628 
     Project, Series 2005A, 5.000%, 6/01/35             
450    Monarch-Chesterfield Levee District, St. Louis County, Missouri, Levee District Improvement    3/10 at 101.00    AA–    471,083 
     Bonds, Series 1999, 5.750%, 3/01/19 – MBIA Insured             
500    Osage Beach, Missouri, Tax Increment Revenue Bonds, Prewitts Point Transportation Development    5/12 at 102.00    N/R    334,100 
     District, Series 2006, 5.000%, 5/01/23             
600    Riverside, Missouri, L-385 Levee Redevelopment Plan Tax Increment Revenue Bonds, Series 2004,    5/15 at 100.00    A    543,438 
     5.250%, 5/01/20             
1,380    Springfield Center City Development Corporation, Missouri, Lease Revenue Bonds, Jordan Valley    11/11 at 100.00    A1    1,503,620 
     Park Parking Garage, Series 2002D, 5.000%, 11/01/22 – AMBAC Insured             
2,000    Springfield Public Building Corporation, Missouri, Lease Revenue Bonds, Jordan Valley Park    6/10 at 100.00    A    2,098,240 
     Projects, Series 2000A, 6.125%, 6/01/21 – AMBAC Insured             
    St. Joseph Industrial Development Authority, Missouri, Tax Increment Bonds, Shoppes at North             
    Village Project, Series 2005A:             
340     5.375%, 11/01/24    11/14 at 100.00    N/R    248,968 
400     5.500%, 11/01/27    11/14 at 100.00    N/R    281,244 
200    St. Joseph Industrial Development Authority, Missouri, Tax Increment Bonds, Shoppes at North    11/14 at 100.00    N/R    140,622 
     Village Project, Series 2005B, 5.500%, 11/01/27             
8,565    Total Tax Obligation/Limited            7,871,892 
    Transportation – 4.9% (3.1% of Total Investments)             
500    Kansas City, Missouri, Passenger Facility Charge Revenue Bonds, Kansas City International    4/11 at 101.00    A    451,095 
     Airport, Series 2001, 5.000%, 4/01/23 – AMBAC Insured (Alternative Minimum Tax)             
1,000    St. Louis Land Clearance Redevelopment Authority, Missouri, Revenue Refunding and Improvement    9/09 at 102.00    N/R    894,210 
     Bonds, LCRA Parking Facilities, Series 1999C, 7.000%, 9/01/19             
1,500    Total Transportation            1,345,305 
    U.S. Guaranteed – 26.9% (16.9% of Total Investments) (4)             
685    Fenton, Missouri, Tax Increment Refunding and Improvement Revenue Bonds, Gravois Bluffs    10/12 at 100.00    N/R (4)    782,386 
     Redevelopment Project, Series 2002, 6.125%, 10/01/21 (Pre-refunded 10/01/12)             
2,500    Missouri Health and Educational Facilities Authority, Revenue Bonds, SSM Healthcare System,    6/11 at 101.00    AA– (4)    2,720,675 
     Series 2001A, 5.250%, 6/01/28 (Pre-refunded 6/01/11) – AMBAC Insured (5)             
1,000    Missouri Health and Educational Facilities Authority, Revenue Bonds, St. Anthony’s Medical    12/10 at 101.00    A2 (4)    1,097,530 
     Center, Series 2000, 6.250%, 12/01/30 (Pre-refunded 12/01/10)             
80    St. Louis County Pattonville School District R3, Missouri, General Obligation Bonds, Series    3/14 at 100.00    AAA    92,099 
     2004, 5.250%, 3/01/20 (Pre-refunded 3/01/14) – FSA Insured             
500    St. Louis County, Missouri, GNMA Collateralized Mortgage Revenue Bonds, Series 1993D, 5.650%,    No Opt. Call    N/R (4)    563,660 
     7/01/20 (Alternative Minimum Tax) (ETM)             
1,000    St. Louis Municipal Finance Corporation, Missouri, Leasehold Revenue Bonds, Carnahan    2/12 at 100.00    N/R (4)    1,121,310 
     Courthouse, Series 2002A, 5.750%, 2/15/16 (Pre-refunded 2/15/12) – FGIC Insured             
950    Texas County, Missouri, Hospital Revenue Bonds, Texas County Memorial Hospital, Series 2000,    6/10 at 100.00    N/R (4)    1,025,701 
     7.250%, 6/15/25 (Pre-refunded 6/15/10)             
6,715    Total U.S. Guaranteed            7,403,361 
    Water and Sewer – 9.4% (5.9% of Total Investments)             
2,965    Missouri Environmental Improvement and Energy Resources Authority, Water Facility Revenue    12/16 at 100.00    AAA    2,193,181 
     Bonds, Missouri-American Water Company, Series 2006, 4.600%, 12/01/36 –             
     BHAC Insured (Alternative Minimum Tax) (UB)             
350    Missouri Environmental Improvement and Energy Resources Authority, Water Pollution Control    No Opt. Call    Aaa    396,463 
     Revenue Bonds, State Revolving Fund Program – Kansas City Project, Series 1997C,             
     6.750%, 1/01/12             
3,315    Total Water and Sewer            2,589,644 
$      43,330    Total Long-Term Investments (cost $43,663,259) – 147.1%            40,522,710 
    Short-Term Investments – 11.6% (7.3% of Total Investments)             
$        3,200    Kansas City, Missouri, Special Obligation Bonds, H. Roe Bartle Convention Center Refunding,        VMIG-1    3,200,000 
     Variable Rate Demand Obligations, Series 2008F, 1.120%, 4/15/25 (6)             
    Total Short-Term Investments (cost $3,200,000)            3,200,000 
    Total Investments (cost $46,863,259) – 158.7%            43,722,710 
    Floating Rate Obligations – (8.1)%            (2,225,000)
    Other Assets Less Liabilities – 7.5%            2,052,311 
    Preferred Shares, at Liquidation Value – (58.1)% (7)            (16,000,000)
    Net Assets Applicable to Common Shares – 100%          $  27,550,021 

Fair Value Measurements

During the current fiscal period, the Fund adopted the provisions of Statement of Financial Accounting Standards No. 157 (SFAS No.157) “Fair Value Measurements.” SFAS No. 157 defines fair value, establishes a framework for measuring fair value in generally accepted accounting principles, and expands disclosure about fair value measurements. In determining the value of the Fund's investments various inputs are used. These inputs are summarized in the three broad levels listed below:

Level 1 – Quoted prices in active markets for identical securities. 
Level 2 – Other significant observable inputs (including quoted prices for similar securities, interest rates, 
              prepayment speeds, credit risk, etc.). 
Level 3 – Significant unobservable inputs (including management's assumptions in determining the fair 
              value of investments). 

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

The following is a summary of the Fund's fair value measurements as of February 28, 2009:

    Level 1    Level 2    Level 3    Total 
Investments    $ —    $43,722,710    $ —    $43,722,710 

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing taxable market discount, timing differences in recognizing certain gains and losses on investment transactions and the treatment of investments in inverse floating rate transactions subject to Statement of Financial Accounting Standards No. 140 (SFAS No. 140), if any. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At February 28, 2009, the cost of investments was $44,621,120.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 28, 2009, were as follows:

Gross unrealized:     
  Appreciation    $ 1,421,900 
  Depreciation    (4,544,023)
Net unrealized appreciation (depreciation) of investments    $(3,122,123)

(1)    All percentages shown in the Portfolio of Investments are based on net assets applicable to Common 
    shares unless otherwise noted. 
(2)    Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. 
    There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities 
    may be subject to periodic principal paydowns. 
(3)    Ratings: Using the higher of Standard & Poor's Group ("Standard & Poor's") or Moody's Investor Service, 
    Inc. ("Moody's") rating. Ratings below BBB by Standard & Poor's or Baa by Moody's are considered to be 
    below investment grade. 
    The Portfolio of Investments may reflect the ratings on certain bonds insured by ACA, AGC, AMBAC, CIFG, 
    FGIC, FSA, MBIA, RAAI and SYNCORA as of February 28, 2009. Subsequent to February 28, 2009, and 
    during the period this Portfolio of Investments was prepared, there may have been reductions to the ratings 
    of certain bonds resulting from changes to the ratings of the underlying insurers both during the period 
    and after period end. Such reductions would likely reduce the effective rating of many of the bonds 
    insured by that insurer or insurers presented at period end. 
(4)    Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities 
    which ensure the timely payment of principal and interest. Such investments are normally considered to 
    be equivalent to AAA rated securities. 
(5)    Investment, or portion of investment, has been pledged as collateral for Recourse Trusts. 
(6)    Investment has a maturity of more than one year, but has variable rate and demand features which 
    qualify it as a short-term investment. The rate disclosed is that in effect at the end of the reporting period. 
    This rate changes periodically based on market conditions or a specified market index. 
(7)    Preferred Shares, at Liquidation Value as a percentage of Total Investments is 36.6%. 
N/R    Not rated. 
(ETM)    Escrowed to maturity. 
(UB)    Underlying bond of an inverse floating rate trust reflected as a financing transaction pursuant to the 
    provisions of SFAS No. 140. 

Item 2. Controls and Procedures.

  1. The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
  2. There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: See EX-99 CERT attached hereto.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant)         Nuveen Missouri Premium Income Municipal Fund         

By (Signature and Title)          /s/ Kevin J. McCarthy                    
                                                  Kevin J. McCarthy
                                                  Vice President and Secretary

Date         April 29, 2009        

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)         /s/ Gifford R. Zimmerman                    
                                                 Gifford R. Zimmerman
                                                 Chief Administrative Officer (principal executive officer) 

Date         April 29, 2009        

By (Signature and Title)         /s/ Stephen D. Foy                              
                                                 Stephen D. Foy
                                                 Vice President and Controller (principal financial officer) 

Date        April 29, 2009