Map for Y. flaccida shows most Kentucky counties dark green on the map. In the corresponding color key (
http://www.bonap.org/MapKey.ht...), that would be native. Y. filamentosa map shows 108 out of 110 counties in dark green.
That said, I've been in all counties in KY and would be hard-pressed to remember a county in which I have not seen yucca growing either in cultivation or as an escape. Odd, since we have been trying to expand the few plants at my folks' house for 10+ years to no avail. BTW, I've never seen a yucca in bloom in KY which did not have yucca moths.