Kentucky Lake Kentucky Opry The Kentucky Opry is a family entertainment attraction on Kentucky Lake, with a Live Country Music Show! Kentucky Lake areas most popular music attraction. Now celebrating 22 years. Good, clean, family entertainment, every weekend, year round." This Kentucky Lake attraction offers families & tour groups, clean family entertainment, music, and comedy. There is a 12-member cast of singers, comedians, guest entertainers and musicians. We are just 25 minutes from Paducah KY. Located in Marshall County Kentucky 5 miles south of Kentucky Dam. See our list of the things to do around Kentucky Lake.