1Also with capital initial(s). Designating or relating to the State of Missouri or its inhabitants. Especially in "Show-Me State": (a nickname for) Missouri.
2Demanding proof or evidence before believing something; very sceptical.
(attributive). informal (originally and chiefly US)
Late 19th century; earliest use found in Omaha (Nebraska) Morning World-Herald. From show + me, in sense 1 after the expression I'm from Missouri, you'll have to show me, with allusion to the reputation for scepticism attributed to inhabitants of that state.