Here is an incomplete list of native annuals that naturally occur in MS. Some of these will work wonderfully in a home landscape. Others might be less appealing, but since they might show up in your garden on their own I figured I'd talk about them.
Partridge pea, Chamaecrista fasciculata
Growing conditions: sunny areas with clay or disturbed soil.
Notes: host plant for clouded sulfur butterfly and a favorite plant of bumblebees. Very easy to grow from seed scattered on the ground in Fall or Winter.
Venus' looking glass
Triodanis spp (T. perfoliata and T. biflora)
Growing conditions: shady or sunny disturbed areas.
Notes: they will often naturally pop up.
Fire-on-the-mountain, wild poinsettia
Euphorbia cyathophora
Growing conditions: a true weed, this plant can handle full sun in disturbed clay soil as well as an eroding slope under a dense conifer canopy. It also takes off in a rich garden bed.
Notes: Collect seeds when the capsules turn brown and begin to split. Alternatively, collect seeds when the capsules are still green but the seed inside has darkened. If you collect green seed capsules, they should be sown quickly to prevent mold. I have had luck sowing this in a raised bed in Fall. It supports many native bees, wasps, and flies visit the shallow nectaries.
Fleabane, Erigeron spp.
Growing conditions: anywhere. Some species like the wet shade of a pine plantation, others like disturbed sunny roadsides.
Notes: typically bloom in spring. A great pollinator plant attracting juniper hairstreaks, zebra longhorn beetles, and many bees.
Annual blue eyed grass, Sisyrinchium rosulatum
Growing conditions: lawns, especially in drier, well-draining soil.
Notes: blooms in spring, has a lot of variation in flower color.
Bristle thistle, Cirsium horridulum
Growing conditions: almost anywhere.
Notes: top pollinator plant for bumble bees, swallowtails, April-flying monarchs, and Osmia chalybea, a bee that only visits this plant.
Butterweed, Packera glabella
Growing conditions: moist areas.
Notes: less tolerant of mowing than many species on this list. Lots of small pollinators visit the flowers.
Clasping coneflower, Dracopis amplexicaulis
Growing conditions: sunny, prairie-like sites.
Notes: great pollinator plant.
And here are some other native annuals that I haven't had time to write more about:
Houstonia species
Polypremum procumbens
Diodia virginica
Pluchea camphorata
Symphyotrichum divaricatum
Bidens species
Impatiens capensis
Physalis species
Cakile constricta
Croton species
Euphorbia maculata
Geranium carolinianum
Plants that are hard to cultivate but might pop
up in some yards.
Dasistoma macrophylla
Agalinis species
Polygala nana
