For Missouri Folk: Jay's Market- formerly Jay's Asia, has been on Grand in South St. Louis for twenty five or thirty years. Originally they were an Asian market, and that influence is still strong- if you emigrated from Thailand, Viet Nam, China or Japan you will find fresh fruits and vegatables as well as packaged goods from home. Then they went international, with each aisle devoted to a particular country. Then, they had to add more shelves. there is a shelving unit half the length of the grocery store devoted to bottled pepper sauces alone, at least on the first three shelves. in almost every aisle there are packages of seasonings from a variety of countries, and I dont know if all the different pepper powders are completely translated into English. I had a lovely conversation with a Mexican woman who was buying dried arbol peppers to make salsa, because she was having guests, and "of course, you dont buy salsa, its too easy to make". There are other Asian groceries nearby. Cherokee has the Mexican Groceries,there is another good one that supplies Mexican restaurants(run by Mexicans) but I cant remember where. both Grand and Cherokee have groceries that are guarenteed halal (Muslim version of "kosher") -there is another one that calls it self "African grocery store".
The Indian Pakistani Grocery is on Page, in North County, near Warson, I believe, unless they moved.
Olive Street Road has a pretty good Chinatown going on, between Olivette and U. City. There are Korean stores there, too I think. Except for Jay's, I rarely see Americans anytime I shop in these places. If you dont know the name of what you are looking for in their language, (or have it written down) they may not be able to help you. If you are polite, however, they will be patient and try to help.
St. Louis is small, as large cities go. Just a bunch of neighborhoods developed and redefined by different group of people moving here from elsewhere. Any large urban area that has immigrant inhabitants should also have corresponding groceries. The foods that are sold in these places are either shipped from countries of origin or developed by immigrants here to sell to their own culture.