Check out Music Folk, a music store, the only one in St. Louis that I know of that specializes in acoustic string instruments. They should be able to tell you everything that's going on in the folk music genre. (They have an online events calendar, but I see it's out of date.)

The Focal Point is a venue that specializes in folk music. (But I see their schedule only goes up to December, 2001. What's going on here?)

KDHX is the local funky public radio station. Looks like they have a music calendar that is up to date (but it's not all folk).

The Riverfront Times is the local free weekly newspaper that also prints an events schedule, and has one online.

If blues is what you're into, check out News of the Blues.

FolkFire is an organization that promotes & publicizes folk music in the area.

John D. McGurk's is the local Irish bar. They have live music several nights per week. I don't know if they have sessions.

(I grew up in St. Louis, but haven't lived there for 30 years. I still have friends and relatives there that I visit occasionally. So my knowledge is kind of sketchy.)