If you are researching family in Kentucky, check out the Kentucky Vital Records Project. You can search through death records from the mid 1800s. For the most part, the site has transcriptions of death certificates, although there are a few linked images. Transcriptions include the volume where the death certificate is found, the certificate number, name, age, birth and death date and location, race, parents (including mother's maiden name in many cases), spouse (in some cases), the name of the informant and the county in which the certificate was filed. If you are stumped on your ancestor's parents or the dates of their birth or death, finding their death certificate can be a genealogy goldmine.
If you are having trouble finding your ancestor and you are positive they died in Kentucky, try an alternate spelling on the surname.