Kentucky never seceded from the Union during the Civil War and sent more than twice as many soldiers to the Union Army as to the Confederate!
Most people would consider Kentucky part of the south. However, technically, during the Civil War this was not the case. Kentucky (and West Virginia) both never seceded from the Union. Due to their geographic location, they were understandably torn between the two sides.
Kentucky did send more troops to the Union Army than to the Confederate though. While they sent 35,000 to the Confederacy, they sent 90,000 to the Union. It would be understandable if you were confused about where the states's allegiance lie though.
Of the 74 Civil War Monuments currently in Kentucky, 72 of them are for the Confederacy and only 2 are for the United States. It seems they simply couldn't make up their mind.