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The Ohio River ends at the confluence with the Mississippi River at Cairo, Illinois. This confluence borders Kentucky, Illinois and Missouri. Even though the Ohio River is much wider and carries more water than the Mississippi where they meet, the Ohio is considered the tributary to the Mississippi.
The official source of the Mississippi River is Lake Itasca in northern Minnesota. On a visit to the lake I waded across the Mississippi as it flowed from the lake over the shallow rocks. Not far from Lake Itasca is Elk Lake, with an overflow leading into Lake Itasca.