The Budget shuttles run at regular intervals at St. Louis Lambert International Airport (STL) until 10pm. Please note that this brand does not offer free pick up service to travelers who chose to get a rental car from an off-airport Budget location. So either you need to hire your car at the airport, or have your own transportation going to the off-airport depot.
On the other hand, Southwest Airlines customers can catch the shuttle until 11pm. After 11pm, customers must catch the Avis shuttle to reach their car rental locations.