Joseph O. Shelby's "Great Raid" has been the subject of one book length account, Mark Scott's thesis The Fifth Season (Two Trails, 2001). Directed at a general audience as part of Osprey Publishing's Raid series, Sean McLachlan's Ride Around Missouri: Shelby's Great Raid 1863 (2011) is another summary account. Coming in at 80 illustration-filled pages, the book is a typical Osprey offering in length and visual style.
Civil War Missouri was similar to Kentucky in the context of hosting Confederate mounted raids launched from out of state, a major difference being the far more celebrated nature of the Kentucky operations. McLachlan provides some context in this regard by briefly outlining (and mapping the course of) John S. Marmaduke's 1862-63 Springfield and Cape Girardeau raids that preceded Shelby's own. Overall, I think the author provides a reasonably good summary of the Great Raid, and its most significant military action -- the October 13 Battle of Marshall. In researching this section, McLachlan consulted the work of historian James Denny, an authority on the battle. A pair of detailed orders of battle (including such information as unit effectives engaged and artillery tube types) and bird's-eye isometric view maps at regiment/battalion/battery scale accompany the Marshall section, with sidebar and main text offering a fairly clear explanation of the fighting's sequence of events. Beyond the maps, the selection of illustrations is unremarkable (I don't recall seeing anything new to my eyes).
In general, Osprey books are meant to be quickly digested popular history and are not presented in a scholarly format; thus the lack of documentation and sparse bibliography require a trusting reader. I do niggle with some of the material presented. Complaints range from gross errors of fact (e.g. page 7's "After the St. Louis massacre, Governor Jackson easily passed a resolution to secede from the Union") to an overly simplistic (even for a short work such as this) description of the unionist militia system as a dual entity. Given that the various militias were the primary active defenders of Missouri during this period, I would also quibble with McLachlan's conclusion that Shelby's raid (Sept. 22 - Oct. 26, 1863) measurably aided the Army of Tennessee in the West by preventing major troop transfers from Missouri to Tennessee. These reservations aside, and given the continued dearth of publications dealing with Civil War mounted raids in Missouri, the book is worth a look.