The 2nd Missouri Capitol was destroyed by fire, when a bolt of lightning struck the dome.

What is the history of the Missouri State Capitol?

http://www.sos.mo.gov/archives/history/capitol.asp 
 
The first state capitol building in Jefferson City was built in the period of 1823-1826 and was destroyed by fire in 1837. A new capitol building had been approved at the time and was completed in 1840. The second capitol was destroyed by fire on February 5, 1911, when a bolt of lightning struck the dome. The present capitol was built in the period of 1913-1917 and stands upon the same spot as its predecessor, high atop a bluff overlooking the Missouri River.

The structure, covering nearly three acres, is a symmetrical building of the Roman renaissance style, surmounted by a dome of unusual beauty. It stands upon 285 concrete piers which extend to solid rock at depths from 20 to 50 feet. It is 437 feet long by 200 feet wide through the wings. The exterior is of Carthage, Missouri limestone marble, as are the floors of all the corridors, the rotundas and the treads of the stairways. There are 134 columns in the building - one-fourth of the stone used in the entire structure.
The grand stairway is one of the capitol's outstanding features. It is 30 feet wide and extends from the front portico to the third floor. It is more than 65 feet from the wall on one side of the stairway to the wall on the other side. At the entrance is a mammoth bronze front door, 13 feet by 18 feet.
Atop the lantern of the capitol dome, 260 feet above the ground, is a classic bronze figure of Ceres, goddess of grain, chosen to symbolize the state's great agricultural heritage.
Inside the building, the view of the dome from the first floor rotunda is magnificent. A huge bronze chandelier, weighing 9,000 pounds, hangs from the dome's eye, 171 feet above. The paintings of Frank Brangwyn on the eye, panels and pendentive of the dome are clearly visible from the ground floor. Artwork throughout the building dramatically depicts scenes of Missouri's history, countryside and people. Especially famous are murals by artist Thomas Hart Benton in the House Lounge. The Missouri State Museum on the ground floor is another popular feature.
Free guided tours are given seven days a week during normal working hours, except Christmas Day, New Year's Day, Easter and Thanksgiving.