This is Mina Sauk falls. It is in The Taum Sauk Mountain State Park in Missouri. My husband and i hiked to this only to find it dry. We later found out from the locals that we needed to see it in the rainy season, April/May.
Davis Mountains State Park Close by is the McDonald Observatory (http://mcdonaldobservatory.org/) and the Historical Fort Davis (http://www.fortdavis.com/), not far down the road is Balmorhea State Park a west Texas desert oasis of spring water to swim in, the Guadalupe Mountains just a short drive
Approach from any direction and see Pilot Mountain rising more than 1,400 feet above the rolling countryside of the upper Piedmont plateau. Dedicated as a National Natural Landmark in 1976, this solitary peak is the centerpiece of Pilot Mountain State Park.