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During the Cold War, the United States did not seem to actively develop anti-aircraft missiles (I know that Wikipedia is not an exhaustive source for lists, but just as a rough estimate, they list seven American systems and around 12 Soviet/Russian systems).

They seem to be cheaper, safer and easier to deploy than fighters for defensive purposes. Why did the US not develop them?

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Do you have any evidence for the relative effort other than number of deployed systems? There's other possible reasons. Perhaps the US improved missiles more while keeping the designation, perhaps the US was more satisfied with its earlier weapons and was therefore slower to replace them. How much of this is naval? The USN had lots of carriers, and the Soviets didn't have any. –  David Thornley Oct 26 '11 at 12:29
    
user39 You are astute to notice this. We do not develop weapons to destroy vehicles when we have the best of those vehicles. For exactly the same reason the United States does not develop advanced anti-ship missiles. The last thing we want is to create technology that an enemy can copy and use to destroy our ships and planes. –  Tyler Durden May 29 at 20:48

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In fact, the U.S. did do a lot of work on AA missile systems, chiefly the Nike program. This included the Nike Ajax, Nike Hercules, and Nike Zeus. The latter was expected to counter ICBM launches. The program was scrapped in 1965 when it was determined that Soviet ICBMs would ultimately overwhelm any defenses, and that the only real defense was the MAD (Mutual Assured Destruction) doctrine, the same strategy that was lampooned in Dr. Strangelove. Also, the experiment was costly, delivering less bang for the buck (pun intended) than the administration could stomach, and defense funds were prioritized elsewhere, including to the burgeoning war in Vietnam.

Here are a few excerpts from an interesting website that describes the Nike Missile System:

Nike, named for the mythical Greek goddess of victory, was the name given to a program which ultimately produced the world's first successful, widely-deployed, guided surface-to-air missile system. Planning for Nike was begun during the last months of the Second World War when the U.S. Army realized that conventional anti-aircraft artillery would not be able to provide an adequate defense against the fast, high-flying and maneuverable jet aircraft which were being introduced into service, particularly by the Germans.

[...]

The first successful test firing of a Nike missile occurred during 1951. This first Nike missile was later given the name Nike "Ajax". Nike Ajax was a slender, two-stage guided missile powered by a liquid-fueled motor utilizing a combination of inhibited red fuming nitric acid (IRFNA), unsymmetrical dimethyl hydrazine (UDMH) and JP-4 jet petroleum. The Ajax was blasted off of its launcher by means of a jettisonable solid fuel rocket booster which fired for about 3 seconds, accelerating the missile with a power of 25 times the force of gravity.

[...]

The shifting nature of the Soviet threat meant that the air defense role, for which Nike was originally intended, became relatively less critical as time passed. Defense dollars were needed for other projects (including the development of American ICBMs and potential missile defenses) and also to fund the rapidly growing war in Vietnam.

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The picture above may also be found at the linked site.

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The US developed many and very effective AA missiles. BOMARC was an early example and remained in service for over 20 years.
Redeye, Stinger, Hawk, Nike, Patriot, THAAD, Terrier, Talos, Tartar, Standard, Spartan, Sprint, the list goes on and on.
And that's just SAM systems, doesn't include AAM systems, of which several (Sparrow, AMRAAM, ASRAAM, Sidewinder) have found use as SAMs as well.
Of course the number of different systems doesn't come close to the number of different systems employed by the USSR at one time or another, but that's in no small part because of different design and numbering philosophies. When the Soviets designed a new system they usually started from scratch, the Americans tended to do more gradual changes, morphing one system into another over time.
Prime example of this is the US Navy Standard system, now in its 3rd major incarnation but still outwardly similar and using the same name. And it can be argued that Standard is merely a further development of Talos and Terrier. The Nike family is also comprised of several missiles bearing the same name. And at current THAAD is several weapons, Patriot is now in its 3rd incarnation as well.
On the AAM side, AMRAAM is in its 3rd incarnation (though the AIM-120B was not produced), Sidewinder has seen over a dozen variants (including several SAM and ground attack versions, and anti-ship and anti-radar missiles).

Also, they may appear cheaper, but are they? A single missile costing a few million dollars can indeed bring down an aircraft costing a hundred million, but you will likely need several missiles to bring down that aircraft.
Also, missiles are far less flexible than are aircraft, taking longer to forward deploy (especially the larger ones that would replace long range fighters) and are more prone to suffering from environmental problems that aircraft do not. Just ask the British about the trouble with their SAMs during the Falklands campaign.

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