Hello guys,

I was in Missouri for 4 months and rest of 8 months I was in California... when I was filing my taxes for Missouri
Tax returns were pretty less, somebody suggested me to file paper tax forms(just for Missouri) instead of e-file... Does it really make any difference?

No, it makes no difference. For both MO and CA you file as a part-year resident, and pay taxes to the state for income earned only whie living and/or working in that state.