The Border State
Even during the Civil War, Kentucky was so neither here nor there that past Kentuckians spent the first two years of the Civil War playing the Union and the Confederacy off each other (before the Union eventually occupied the state). Most of Mason County was pro-slavery, and nearby Lewis County was a hotbed of the abolitionist movement. Struggles between just these two neighboring counties often turned violent.
Although Kentucky was officially a neutral state, nearly every able-bodied man participated in the war. Brother often fought against brother as Kentucky supplied approximately 100,000 troops to the North and 40,000 troops to the South. Ironically, Kentucky was the birthplace of the Union president, Abraham Lincoln, and the Confederate president, Jefferson Davis. The two opposing leaders were born in log cabins within one year and 100 miles of each other.
Fast forward a few decades and Kentucky is still partly North (or more truly Midwestern), and partly South. If you think about it, there are really only three large urban areas in the state: Louisville, Lexington, and "Northern Kentucky." Northern Kentucky is the spill over from Cincinnati, and Louisville, bordering on Indiana, is a cultural invasion from its northern neighbor as well. While both areas are legally in Kentucky and paying taxes to Frankfort, they're culturally Midwestern.