Near New Orleans in Louisiana.
It empties out into the Gulf of Mexico from Venice, Louisiana. I would know, because I live here.
The Great Plains
The Gulf of Mexico.
Illinois and Kentucky. Illinois is north of the Ohio River and east of the Mississippi river. Kentucky is south of the Ohio River and east of the Mississippi River.
(Missouri is on the west bank of the Mississippi and does not border the Ohio River.)
The state motto of Mississippi is "virtute et armis," which means "by valor and arms."