There was probably a good deal of anti-Catholicism at work, especially in those traditional Democratic areas you mention.
Those areas have very few Catholics, but they're not really anti-Catholic. Southern West Virginia also has very few Catholics, but Kennedy absolutely stomped Nixon there.
Kennedy lost some heavily Catholic areas in Wisconsin and Iowa that are usually Democratic.
I don't think Kentucky as a whole started shifting to the right until pretty recently. Dukakis didn't lose Kentucky by all that much, if I remember correctly. I think Humphrey came fairly close too.