The challenge-have Kentucky seceed from the Union and join the Confedercy in the Civil War. You can use any POD you want, so long as the Civil War happens in a recognizable form.
Also, any ideas of how Confederate Kentucky might affect the war? It would certainly give the Confederacy more strategic depth in the western theater, and the Ohio river seems like a good natural defensive line-better than the long straight line of the Tennessee border, at any rate.