Armadillos entered Kentucky about 40 years ago, entering from the west, but they are in the Louisville area. They are nocturnal and eat mostly bugs, they are not a threat. They have also crossed the Ohio River but are considered an exotic species in Indiana. I would love to see them, but I am not out and about when they are. Anyone with an armadillo photo they took is welcome to post them.
C. T. Suddeth 
Very peculiar animal.