Big Foot from Henry County on 5/27/2008 9:54:51 AM:
I might be a little late on this one, but “free camping” is available at Missouri Conservation areas. In addition, to Hart Creek mentioned above, you can also camp at the Davisdale Conservation Area near Rocheport. Locations per this website.
I have also camped at the Daniel Boone Conservation Area east of Hermann (it is an approx. 2 mile hike/bike up a very steep-in certain areas gravel road). The gravel road crosses the Katy near MM 97 (as I recall). There is a sign on Hwy 94 (94 parallels the Katy to the south in this area) at this gravel road turnoff, and I believe the Katy is close enough that you can see it from the trail, but you need to be looking for it. There are several camping sites in this area.
In general, what you get at these conservation areas, is some sort of fire pit, an old picnic table(if you are lucky), and a sign that says camping allowed.
I also know that there are a couple of conservation areas along the Missouri River in mid Missouri that allows boat in camping. It seems that could work with the Katy also, but I am not familiar with these areas.
Also, if you read the new “Captain America’s” blog mentioned below, he is hiking across the U.S. When he was on the Katy, he apparently camped at the trailhead in Mokane and the trailhead at McKittrick. This is illegal, but I am not sure if they really ticket people for doing this if they are caught.