In January of 2010, the St. Louis sub-office of USCIS moved to the second floor of the Robert A. Young Federal Building. The office address for interviews and InfoPass appointments is 1222 Spruce Street, Room 2.205, Saint Louis, MO 63103-2815.
Immigration and Custom Enforcement is in the space previously occupied by USCIS. ICE is in Room 1.100.
Your best bet for parking is in the St. Louis City Hall lot ($2 per hour) as opposed to the lot across the street from Robert A. Young, which is a flat $6.