Here are two articles from the May 4, 1861 edition of the Covington Journal
The Kentucky Regiments
During the present week, the Cincinnati papers have had a good deal to say about the Kentucky regiments for the Northern army. They have told us that the Kentucky troops, under the command of Col. Guthrie have been ordered into camp, and that in consequence of the rush of volunteers, measures have been adopted for the formation of another regiment &c. This sounds formidable enough.
We have taken some pains to learn the facts. The Kentucky regiments exist nowhere, save on paper. In fact, it is questionable whether even a company has been formed. A few individuals, chiefly transient persons have left Kentucky and gone into quarters at a place called "Camp Clay," in the neighborhood of Cincinnati, where they are fed at the expense of the State, and lodged in sheds, stables, &c. It may be possible to make up two or three regiments from people on our border, but the thing has not yet been accomplished
It also published this story from the Nasvhille Gazette.
DEPARTURE OF KENTUCKY TROOOPS
Col. Blanton Duncan's regiment of Kentucky volunteers left this city yesterday on the 3 o'clock train of the Nashville and Chattanooga Railroad, supposed by some to be en route to Virginia. The Kentucky boys have been in our city for several days past, and during their sojourn here, acquitted themselves in a manner deserving of the greatest credit. In such a large body of men it is customary to meet with some disposed to be disorderly; but not so with this gallant band from Kentucky - each man had the appearance of a soldier, and acted like a gentleman.
(Here is a recent article including a brief description of Duncan's troops shortly after the firing at Fort Sumter.) These were known as Blanton's Battalion and eventually merged into the 1st Kentucky Regiment, which fought under J.E.B. Stuart in a battle in Virginia, before disbanding when its 1 year term of service expired in mid-1862.