Kentucky Department of Tourism - Home
This lists pretty much all the state parks and attractions, plus many other things.
We can't forget all the festivals, either. For instance, Irvine has the Mushroom festival, Berea has the Spoonbread festival, and Beattyville has the Woolyworm festival! I know I'm leaving out many many more, but it seems almost every town has one.
We also enjoy the Daniel Boone National Forest. Miles and miles of trails, scenery, camping, hiking, and nature. Lake Cumberland is a blast for fishing, boating, swimming, and just enjoying a beautiful lake in a breath-taking area.
You also HAVE to check out Natural Bridge and Natural Arch. Natural Bridge is set up more like a tourist area, with a lodge, hiking, a skylift, restaraunt, and is close to Red River Gorge. Natural Arch is more of a primitive area, but close to Cumberland Falls. The views are stunning, and there is a significant Archeological area where Native Americans held ceremonies under the arch!
It seems no matter what town, city, or county you travel in around Kentucky, there's always something to do.