This Real Clear Politics piece lays out her difficulties in detail. What's notable is that it points out that she's in enough trouble that she will need help from the top of the ticket to win -- but recall that Missouri didn't even break for Obama in the heady "hope and change" days of 2008. He's not terribly popular in the Show-Me state -- and she was one of his first, most vocal supporters.
Since the RCP piece was published, McCaskill also voted against the freedom of conscience amendment offered by her fellow Missouri senator, Roy Blunt. In this, she sided with the administration's onerous HHS regs, and differed from other Democrats-not-from-deep-blue-states, like Senators Manchin (WV), Casey (PA) and Nelson (NE). That won't play well in Missouri, where there is an engaged Catholic population (especially in the St. Louis suburban area); they may not agree on the Church's stance on contraception, but they also don't want to see their church disrespected so blatantly.
Senator McCaskill is facing the problem many midwestern Democrats confront -- that is, the conflict between the liberals in the national party (and their own) and the more moderate, traditionalist Democrats in their home states. She has always been a master at talking like a centrist but having the sensibilities of a liberal (especially -- as when it comes to ObamaCare and the Blunt Amendment, push comes to shove); this year, coupled with other unfavorable facts about her and her real attitude toward Missourians, it may just have caught up with her.