Frankfort is the capital of Kentucky and, at around 28,000 people, one of the smallest state capitals in the United States. It sits in a pretty bend of the Kentucky River, surrounded by the rolling pasture-and-horse-farm country of the Bluegrass. Most visitors to Kentucky head for Lexington or Louisville without giving Frankfort a thought — a mistake, because the city is handsomer than its size suggests, full of Federal-era architecture, and sits right in the middle of the state's bourbon country.
The Kentucky State Capitol, finished in 1910, is the obvious first stop — a Beaux-Arts pile with a dome modelled on Les Invalides in Paris, and a small museum of First Lady dolls in the lobby that is stranger than it sounds. Across the river, the Old State Capitol (1830) is an earlier Greek Revival building with a famously elegant self-supporting stone staircase and the Kentucky Historical Society's museum alongside it. Liberty Hall, the 1796 Federal mansion of Kentucky's first US senator, has a three-acre boxwood garden and interiors still furnished by four generations of the Brown family — one of the best-preserved Federal-era houses in the country. Frankfort Cemetery, on a bluff above the city, holds the grave of Daniel Boone and one of the best views in the Bluegrass.
Frankfort is also bourbon country. Buffalo Trace Distillery, on the north bank of the river, is the oldest continuously operating distillery in America (it ran even through Prohibition, making "medicinal" whiskey) and offers free guided tours and tastings. The Kentucky Bourbon Trail loops through distilleries in the surrounding countryside — Woodford Reserve, Four Roses, and Wild Turkey are all within 30 minutes' drive. An overnight in Frankfort, a day visiting two or three distilleries, and a good dinner in town make for one of the more distinctly American weekends you can put together.
Come in May for Kentucky Derby week (Louisville is an hour away, and Frankfort makes a quieter base), or in autumn when the Bluegrass hills turn gold and the distillery warehouses fill the air with the sweet smell of fermenting mash.