Pioneers of Shelby County, Missouri: Shelby County, Missouri (Map It) was created on January 2, 1835 from Marion County. The county was named in honor of Isaac Shelby (1750–1826), the first and fifth Governor of the U.S. state of Kentucky. Shelby County is bordered by Knox County (north), Lewis County (northeast), Marion County (east), Monroe County (south), Macon County (west). Shelby Co...