So...none of this movie was actually filmed in Kentucky?

welcome to filmmaking where productions go where the costs are lower

Hugs

Appears that way. They could at least make it believable. None of the locations resembled Louisville or Lagrange. The BBQ place they go to in Louisville is actually a bar in NC. Considering Lagrange is in Oldham county, where the robbery was committed, she would have been serving time in the Lagrange penitentiary not the Jefferson County jail which is in Louisville. The only part that showed anything to do with Louisville is when they are driving over the bridge.

Most if it was filmed in around my house, literally 2 minutes away. Traffic detours all the time, because that same stretch of road is used by Under the Dome and every other movie that's filmed her. But hey, it's bringing jobs and consumers to the area, so I'm okay with it.

I recognized Wilmington, NC immediately. When they walk into the restaurant/bar you can see the Cape Fear River Bridge in the background. This bridge appears in a lot of movies- "Empire Records" is the most notable one that comes to mind. They also filmed "Maximum Overdrive" around there. Beautiful city. They film a lot of stuff there bc they have (or used to have) a movie studio in town. Also when they set the car on fire you can see another bridge in the background that is also visible in the tv show "One Tree Hill."

The scene when they're on Gene Snyder Freeway is just outside of Louisville. Also, there is a shot of downtown Louisville (PNC building) for example. Living in Louisville all my life, I was excited to see this took place in our city. Then I read and as already mentioned, it's mostly North Carolina, posing as Louisville.

Is that because US states don't all have very similar stuff in them? Why was the difference not instantly obvious then?

Loads of UK films were filmed in Ireland and Czech Republic, hey like Basic Instinct 2, with it's hills and tram lines in London, and a sign with accented letters.