It doesn't matter. If there is an amount in box 19, be sure to enter it at the W-2 screen to get your fedearl deduction (if you itemize). Type box 20 various, just like you received it.
KY, like OH, has local city & county income tax. If you work in those locations, your employer is required to withhold tax. You are not required to file a KY county/city tax return and you cannot get any of that money refunded. So it doesn't matter what city got your money. I would assume your job requires you to work in more than one location
The reciprocity
agreement, between OH & KY on state taxes, does not apply to local city taxes. You can not
get those refunded, but if you live in an Ohio city with a tax, they may give you a
credit or partial credit. Many do. You
need to check with your city.