I found the comment below on the Craig Russell Band facebook and thought I'd add 
it here because it's an awesome song.

"For everyone who wants to know the guitar chords for KY Anthem, its simple. 
First tune your guitar 1/2 step down, and play [G] [D] [Am] [C], thats the whole song. 

Sometimes I start my Am chord with just the C note on the B string then 
hammer on the other two."



[G] [D] [Am] [C] x 2

Verse 1:

[G]        [D]
Just the other day
[Am]       [C]
I headed into town
[G]      [D]
I's in need for a new alarm clock
[Am]       [C]
That old rooster finally hit the ground
[G]        [D]
Just the other day
[Am]       [C]
I had nothin' to do
[G]        [D]
So I kicked back on the cabbage front porch
[Am]       [C]
And bottomed out my homemade brew


Chorus 3:

[G]       [D]                  [Am]       [C]
Here in Kentucky I'm doin' fine
[G]                [D]                 [Am]           [C]
The best kind of women and corncob moonshine
[G]         [D]                 [Am]         [C]
Not sayin yall yankees aint got it good
[G]                  [D]              [Am]       
Wouldn't leave the bluegrass if I could
[C]
Cause I've got Kentucky


Verse 2:

[G]            [D]
Don't get me wrong
[Am]        [C]
We've got responsibilities
[G]               [D]
Turned into the tallest greens in my back yard
[Am]            [C]
As far as the eye can see
[G]               [D]            [Am]        [C]
Though I wished I could have been here back in the day
[G]               [D]                [Am]                      [C]
With a horse to drive just bein' alive on the trail with Jessie James


Chorus 2:

[G]       [D]                  [Am]       [C]
Here in Kentucky I'm doin' fine
[G]           [D]                   [Am]      [C]
Reputations inbread but I don't mind
[G]           [D]             [Am]           [C]
Paradise on earth with no shoes to wear
[G]               [D]                           [Am]       
I might not see tomorrow but I really don't care
[C]
Cause I've got Kentucky, yea


Chorus 3: (same as chorus 1) x 2

[G]           [D]                  [Am]       [C]
Yea here in Kentucky I'm doin' fine
[G]                [D]                 [Am]           [C]
The best kind of women and corncob moonshine
[G]         [D]                 [Am]         [C]
Not sayin yall yankees aint got it good
[G]                  [D]              [Am]       
Wouldn't leave the bluegrass if I could
[C]
Cause I've got Kentucky