Looks pretty certain to have been 12/9/71 at Scotty's Music Store. Here is some info from JGBP (thanks!).
Jerry plays a Zane Beck D-10 pedal steel and also Lloyd Green's old double neck Sho Bud with the yellow streak on the front owned by Scotty, a flat top guitar  and a brand new 1972 Micro Frets Spacetone guitar.
"The next time that the Dead came to St. Louis and the New Riders were with them and both bands came to the store and we had a kind off the wall jam session. Sometimes Buddy Cage would play the steel and then I would play. I owned Lloyd Green's old double neck Sho Bud with the yellow streak on the front and that is the guitar we played on. They came to the store one more time and anytime they would get within 200 miles of St. Louis they would call me and I would take my reel to reel tape recorder to the motel and took several tapes of the Steel Guitar Convention with me and after their concert we would listen to them the rest of the night. I took pictures and even put up a mike and recorded that jam session. I sold Jerry a double neck MSA and when it came time to pay for it the manager said to me, "What's our price"? Jerry put his hand on his shoulder and said, You pay this man full price!" Wow! Jerry and I corresponded for awhile and we exchanged LP's with each other. It's odd - a guy devoted to pure country and one of the most respected guys in rock and roll getting together and being so friendly with each other. Jerry Garcia and DeWitt "Scotty" Scott, Bob Weir and the rest of the band were very friendly too!" 
"That jam at Scotty's was interesting, and Scotty remembers a few details. Most interestingly is the smoking' hot lead guitar player. Scotty remembers his name I think. He was a Gibson rep out doing his midwest rounds and happened to be stopping thru St. Louis that day. He was there for the jam, and was totally unrelated to NRPS or Jerry. It really wasn't a performance as much as an impromptu jam. The Dead/NRPS were in town, and at that time Jerry no longer played steel with them, hence Cage's presence. A bunch of local hippie/deadheads found their way and crammed into Scotty's for the little jam. Rick Rhamberg was there and recalls this Nashville Gibson rep guitarist all duded out in his country getup and they didn't know who he was, but he sure could rip.” 
"My store is small but both bands were here and they sat on the floor and we were crowded but everyone enjoyed it. What they liked about meeting at my store is that I did not take advantage of their being here by letting everyone know that they were coming. Jerry, especially, liked that. All this is packed in boxes and stored away. I did not even mark on the boxes what was in them back in those days. I would have to search many, many boxes to find any thing that I have on those guys. About the recording. I only made one. Buddy Cage played steel guitar for awhile and I played steel guitar for awhile. Everyone had their go at singing and playing the flat top guitars.” [4
"And that was the night of the jam session. Even if I didn’t partake, there was a big enough cloud for everyone.”
"Buddy Cage, Chuck Berry and many others have been here several times. There have been many jam sessions at this store and the one with Jerry Garcia is in the top ten.” 
The Grateful Dead performed at the Fox Theater, St. Louis, MO later on this date.
1.) http://www.scottysmusic.com/bio.htm2.) Hitsman, Steve, comments, 2000-07-19, http://steelguitarforum.com/Archives/Archive-000003/HTML/20011227-1-010467.html3.) Scott, Michael, comments, 2013-06-07, email to author.4.) Scot, DeWitt, robthewordsmith, comments, 2010-10-12, http://archive.org/post/329204/scottys-music-store-jam.5.) Jim F., comments, 2010-10-14, http://archive.org/post/329204/scottys-music-store-jam6.) Scott, Michael, photographer, 1971-12-09.