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Cave salamanders are orange with black spots and they have long tails. In this part of MO they might be confused with long-tailed salamanders (E. longicauda) but their tails dont have vertical bars like the long-tailed salamanders have (just spots). Cave salamanders are lung-less salamanders (Plethodontidae) and absorb oxygen through the skin. A good book to read with lots of info on salamanders is the Amphibians and Reptiles of Missouri by Tom Johnson.
Although they're called "cave" salamanders, they're not always found in caves. They do like karst or limestone hills and you can find them under the leaf-litter in cool moist places. This one actually WAS in a cave, haha, outside of Ellington.