Adair and Grayson went for FDR in 1932
Although I can't find that french site to try and figure out how far the rest go back.
Here's some more results
D: Breathitt, Elliot, Floyd, Knott (since at least 1936, maybe never R)
Breathitt: May have went Republican once, unsure
Elliot: Formed before the 1872 election, went D in every election
Floyd: Went for Zachary Taylor in 1848, for Breckinridge in 1860, and didn't vote in 1864 due to the Civil War
Knott: Formed before the 1888 election, went D in every election
Counties which went Rep from 1872 until now: Clay, Clinton, Cumberland, Jackson, Johnson, Laurel, Leslie, McCreary, Monroe, Owsley, Pulaski
Went for Seymour in 1868: Clinton, Cumberland
Went for McClellan in 1864: Monroe
Didn't hold an election in 1864: Johnson
Went for Breckinridge in 1860: Clay, Johnson, Owsley, Pulaski
Went for John Bell in 1860: Jackson, Laurel
Went for Buchanan in 1856: Owsley, Pulaski
Went for Fillmore in 1856: Clay
Never went D: Leslie (formed before 1880)
Clay went for the Whigs from 1836 to 1852.
McCreary was formed in 1912.