Democrats have won a lot of Kentucky gubernatorial elections in landslides, so every county in the state has voted Democratic a number of times in the last half-century regardless of how it votes at the presidential level.
It seems like the only county that has voted GOP in every Kentucky gubernatorial race in that timeframe (and indeed, since the Civil War) is Jackson County, perhaps the most rock-ribbed Unionist county of them all. As far as I can tell, the only time it has ever voted Dem in a contested statewide race was when Wendell Ford swept every county in the 1986 Senate race.
