Richard Henderson and Daniel Boone for starters. William Caldwell and Blackfish. Abraham Lincoln, though he was only born in Kentucky and his achievements began in Illinois. And his wife, Mary Todd, who was from Lexington. Henry Clay, even if he was a rat bastard. Cassius Marcellus Clay. And Muhammed Ali.
Thomas Wood was a Union general during the War of the Rebellion and commanded a division in the Army of the Cumberland and commanded the 4th Corps at the battle of Nashville.
George Rogers Clark has to be at the top of the list. He led multiple campaigns out of Kentucky in it's infancy, men gladly served under him. Other campaigns had trouble recruiting enough militia, but Clark had no trouble getting a thousand men to follow him. When stationed at the Falls of the Ohio, he actually paid his garrison out of is own pocket. The Indians were terrified of him, his men loved him.
Both big players.
Simon Kenton survived numerous gauntlets after being captured by the Indians, he participated in numerous campaigns including Clark's attack on Piqua in 1780. He doesn't seem to have been the brightest guy on the frontier, but he was huge, brave and very skilled. Also good friends with Boone and Simon Girty. I believe he helped found Limestone (now Maysville KY) which was an important jumping off point for new arrivals to the Kentucky frontier.
William Whitley is one of those founding pioneers that deserves more recognition. He was an officer on several campaigns, and very good friends with George Rogers Clark. His wife was known as one of the best shots in the region. Whitley survived numerous campaigns and adventures only to be shot and killed by Indians while working his land near his cabin.
Jacob Wetzel moved to Kentucky in 1790 and became good friends with Simon Kenton. The Wetzels are mostly associated with the area around Wheeling WV, but Wheeling/ Fort Henry was very intertwined with Kentucky at that period. Lewis Wetzel's arrest by Federal troops in Limestone Kentucky for shooting an Indian led to a huge outcry on the frontier as pioneers feared tyranny from the new government.
Sharpsburg and Gettyburgh often cited as the two battles where the Union was invaded by Confederate forces, but Perryville in Kentucky was the third.
Henry Clay might be the most accomplished US politician of the 19th century. Recommend his bio by this couple that came out a few years ago, really incredible. I typically don't read bios prefer topical books but I made an exception for this.
Can go on and on about horse racing too not sure if that's what you're looking for.