For English language learners: Fun facts about the state that I live in. Kentucky is the 15th U.S. state, known officially as the Commonwealth of Kentucky and nicknamed the "Bluegrass State" for its pastures of bluegrass. Kentucky has the Mammoth Cave which is home to the world's longest known cave system. Horse Racing: Host to the annual Kentucky Derby at Churchill Downs in Louisville, the oldest continuously held horse race in the United States. Fast Food: The birthplace of Kentucky Fried Chicken (KFC), started by Colonel Harland Sanders in Corbin.