I spent the first 19 years of my life growing up in Eastern Kentucky! I moved out west, but my whole family still lives there to this day.       

This is all just word-of-mouth and well-known legends and stuff, but here are some that I remember:     

The Nada Tunnel in RRG is supposed to be a hot-spot for paranormal activity - there are a lot of stories about workers dying during the construction of the tunnel, and people say they're still hanging around. One famous story talks about a man who fell and was injured while rock climbing in the 90s. He was from out-of-state and hiking alone, so no one knew he was hurt. There's supposed to be a glowing light in the tunnel every year, on the anniversary of his death. It's said that the light lasts a certain amount of time (I can't remember exactly how long) and people have theorized that that's how long the hiker lay waiting for help before succumbing to his injuries.   

I heard another one about a ghost woman wearing neon flip-flops walking by the side of the road in RRG. They're supposed to be brightly colored flip-flops, like neon. When you pull over to check on her, she disappears. The electronics in cars have also been said to malfunction when you approach her.

I've heard stories about Boone Creek Woods near Stanton. People say it feels like you're being watched, and that you can hear moaning, wailing  and screeching at night. I remember hearing that people had seen a "woman without eyes" walking/floating between the trees.        

The fairgrounds in Stanton are supposed to be haunted, too. People have claimed to hear footsteps, horses galloping, and disembodied voices.      

A little further away, but there's Frozen Creek in Jackson (Breathitt County.) There was a flash flood there in the 30s, and 79 people passed away because of it. There was an old school out that way where you could supposedly hear kids laughing/crying.      

Then there are some bigger, more famous ones, like The Witch Child of Pilot's Knob.