Kingdom Come State Park, CumberlandStanding on top of Log Rock at Kingdom Come State Park feels like the whole state of Kentucky laid itself out just for you. Located at 502 Park Road in Cumberland, this park sits atop Black Mountain, the highest point in Kentucky. Grayson Lake State Park, Olive HillGrayson Lake State Park in Olive Hill does not show up on most Kentucky hiking lists, and that oversight is frankly baffling. Located at 20781 Pennyrile Forest State Park Road, the park sits inside the Pennyrile State Forest, one of the largest state forests in Kentucky. Green River Lake State Park, CampbellsvilleGreen River Lake State Park near Campbellsville tends to attract boaters and anglers first, which means the hiking trails get left surprisingly open.