Kentuckiana Digital Library
has everything from guides to digitized records
The following sources may be found in Google Books.
Kentucky Probate 1792-1977 FamilySearch.
These are digitized versions of the original bond books, will books etc. and vary in content by county. There is no general search for them but most volumes have an index at the front. That will tell you if the person left an estate but remember your ancestor may appear in documents as witnesses, buyers, heirs etc. and not show in the index at the front.
This is the digitized newspaper project from the Library of Congress.
This link takes you to the page showing what papers have been digitized.