I say decidedly Southern for most of the state. Take the Civil War out of it. Thats a generic marker but plenty of places in other confederate states did not support the confederacy. Even Alabama and certainly TN has plenty of counties vote against secession.
When I hear that question I figure someone means culturally speaking. So, yes our culture follows traditional southern values, strong church attendance, all the food, sports, and just way of life. Statistically speaking we are considered with other southern states and there is an accent in the typical KY resident (at least out in the state).
Im not from KY, but from SC and have family in NC and have lived in a few other states. KY is Upper South has some have mentioned and its different than those who live in Jackson, MS or Dothan, AL or even my hometown in SC. But it doesnt mean its not southern. Appalachian people are just different than the coastal plains folks.
If Im seprating the state though, I'd say Louisville is a mix of everything but more midwestern than southern, Lexington is more southern than midwestern and is a your modern day southern city, NKY is certainly greater Cincinnati and more midwestern. Eastern KY is Appalachia Southern and really no different than my family in the NC hills. Southern KY steeming from Corbin/Somerset all the way to Benton, Murray, etc. is 100% Southern. Western KY is 100% southern...even Owensboro being a crow hop from Indiana is very similar to my SC hometown....I'll say the entire Central Time Zone is 100% southern.....there is a pretty stark difference in those who live headed towards Western KY and say folks in Maysville or that North Central kY area. In my opinion they are southern but different than the rest, more like a regular country folk.
Not to mention that the further west and south you head in the state you see more of the naturally growing bermudagrass and pine trees than you do in other parts of the state.