The Emancipation Proclamation was issued on Jan. 1, 1863.

In Missouri, slavery officially ended on January 11, 1865, by executive proclamation by Gov. Thomas Clement Fletcher. So, 2 years and 10 days after Lincoln's Procalamation. I can't find exact numbers on how many actual slaves were freed at this point.

-Source: National Governors Assoc.

In Kentucky, slavery was legally abolished on Dec 18, 1865 with an amendment to the state's constitution. So, nearly 3 years after. I think it's worth noting that this was more than 8 months after the Civil War ended (Lee's surrender), and also after its legislature rejected the ratification of 13th Amendment. This freed the remaining estimated 65,000 slaves.

-Source: Lowell Harrison & James C. Klotter, A New History of Kentucky, University Press of Kentucky, 1997; p. 180

Interesting factoid: Mississippi was the last state to officially outlaw slavery, when it ratified the 13th amendment in 2013, 150 years after the Emancipation Proclamation. In fairness, though, this was more of a ceremonial gesture to correct a legislative oversight.