Here's the coordinates that Louis at Scuba Sports in Branson has.
http://scuba-sports.com/dive.htm
Be forewarned, these sites WILL require a boat and some of the directions are tricky w/o a map or GPS.
You can get some fair shore dives in along rock walls at the following:
Army Corps of Engineer's Center @ the south end of the dam. There is a stairway at the northeast portion of the lot, almost to the roadway. Go down it to the wall drop off, just inside the no-wake bouies. This dive can get very deep and very cold the closer you get to the dam. FYI: the dock at this site is a courtesy dock....DO NOT attempt to dive from it.
Moonshine beach @ the north end of the dam (look for the sign, just before the curve at the north end). Parking is $4 for all day. Here's 3 sites for Moonshine.
1. From the swimming area: the bottom is murky sloppy clay. If you stay to the manmade point to the left of the swimming area, you will find plenty of large fish and smaller ones to chase around (if they don't chase you first). Take a small bag of frozen peas for some fish feeding fun.
2. From the North side of spillway: as you enter Moonshine beach area, just past the guard shack, there is a boat landing driveway to the left. Turn left there and park anywhere. You can either enter near the boat dock and swim around to the rock wall drop or you can brave the rocks with your gear. If you brave the rocks, park at the east end of the lot and use the grass to the east of the guardrail as there will be minimal rocks to deal with. There are plenty of step formations submerged for seated entries as well as ease of exits. This wall drops to 30-40 feet. Vis gets murky near the lakeside end as well as right next to the spillway. Frozen peas here too for some fish feeding fun.
3. South side of spillway: may require braving rocks or a 100 yard surface swim. This side has murky vis (North side of spillway is better) and the bottom composition is nasty. Kneeling on the bottom will cause you to sink into the muck about 6-10 inches depending on weight.