For decades following the Civil War, people used the expression when Kentucky goes Republican in the same way someone today might say when hell freezes over to indicate the improbability of some event. Indeed from 1859, a Democrat occupied Kentucky's Governor's chair for the next nine terms.
TIL: The only state governor to be assassinated was Kentucky's
A century before Bevin and Beshear, a Kentucky governor was
A century before Bevin and Beshear, a Kentucky governor was
America Has Always Been Angry and Violent
Assassination at the State House The Murder of Kentucky Governor
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Book shows politics makes more than strange bedfellows
Henry Eckert Youtsey, Completely Kentucky Wiki
Kentucky Senator Bourbon - Kentucky Senator Bourbon