Question: In which US state is Henry County, which contains the cities of New Castle and Eminence, and Drennon Creek which flows into the river that shares the state's name?

Context paragraphs:
New Castle Commercial Historic District: The New Castle Commercial Historic District is national historic district located at New Castle, Henry County, Indiana.  It encompasses 64 contributing buildings in the central business district of New Castle.  It developed between about the 1849 and 1941, and includes many excellent examples of Italianate, Classical Revival, and Commercial styles of architecture.  Notable sites of interest include the separately listed Henry County Courthouse.  Other notable buildings include the L.A. Jennings Building (1877), Odd Fellows Hall (1875, c. 1895), Murphey Building (c. 1870), Knights of Pythias Building (1891), Masonic Temple (1892), Bradway Building (1902), former United Brethren Church (1863, 1883), Citizens State Bank Building (1923), S.P. Jennings and Sons Handle Factory complex (c. 1890), and Coca-Cola Bottling Building (1905, 1941).

Drennon Creek: Drennon Creek is a stream in Henry County, Kentucky, in the United States.  It is a tributary of the Kentucky River.

Delaware Route 9: Delaware Route 9 (DE 9) is a 58.18 mi state highway that connects DE 1 at the Dover Air Force Base in Kent County to DE 2 in the city of Wilmington in New Castle County.  DE 9 is a designated scenic highway known as the Delaware's Bayshore Byway south of New Castle, running through mostly rural areas to the west of the Delaware Bay and the Delaware River as a two-lane undivided road.  Between New Castle and Wilmington, DE 9 is a four-lane road that runs through urban and suburban areas.  DE 9 passes through several cities and towns including Little Creek, Leipsic, Port Penn, Delaware City, and New Castle.  DE 9 has a suffixed route, DE 9A, that provides access to the Port of Wilmington.  In addition, it has a truck route, DE 9 Truck, located to the south of New Castle.

Henry County, Kentucky: Henry County is a county located in the U.S. state of Kentucky bordering the Kentucky River.  As of the 2010 census, the population was 15,416.  Its county seat is New Castle, but its largest city is Eminence.  The county was founded in 1798 from portions of Shelby County.  It was named for the statesman and governor of Virginia Patrick Henry.

Gen. William Grose House: The General William Grose House is a historic home located at 614 S. 14th St., New Castle, Henry County, Indiana.  It is the home of the Henry County Historical Society.  The Italianate mansion was built in 1870 by Civil War Major General William Grose and his wife Rebecca.  General Grose commanded the 36th Indiana Regiment and fought in the battles at Vicksburg, Chattanooga, Chickmauga and Atlanta.  He resided in the house until his death in 1900.  The Henry County Historical Society acquired the 16 room mansion in 1902 and operates it as a museum.

Henry County Courthouse (Indiana): The Henry County Courthouse is a historic courthouse located in New Castle, Henry County, Indiana, USA, on the land designated as court house square by the Henry County Commissioners.  The Court House was built between 1865-1869 at a cost of $120,000.  An annex was added in 1905 at a cost of $44,000.

New Castle, Indiana: New Castle is a city in Henry County, Indiana, 44 mi east-northeast of Indianapolis, on the Big Blue River.  In 1900, 3,406 people lived in the town; in 1910, 9,446; in 1920, 14,458; and in 1940, 16,620.  The population was 18,114 at the 2010 census.  The city is the county seat of Henry County.  New Castle is home to New Castle Fieldhouse, the largest high school gymnasium in the world.

New Castle Community School Corporation: The New Castle Community School Corporation is a public school corporation located in New Castle, Indiana.  In addition to New Castle, the district serves all of Henry Township and an adjoining portion of Liberty Township in Henry County, Indiana.  The district has one high school, one middle school, and six elementary schools.  Additionally, the district administers programs for special education, adult education, and vocational and career.

C&amp;NC Railroad: The C&NC Railroad, also known as the Connersville and New Castle Railroad (reporting mark CNUR) , is a Class III short-line railroad that connects the towns of Beesons and New Castle in eastern Indiana.  Beginning from an interchange with the Big 4 Terminal Railroad line in Beesons, it runs north through Fayette County, then through the Wayne County communities of Milton and Cambridge City, then northwest into Henry County through New Lisbon to New Castle, where it joins a Norfolk Southern line.  The total length of the line is 27.62 mi .

New Castle High School (Indiana): New Castle High School is a public high school in New Castle, Indiana whose name is commonly abbreviated to NCHS.  It is part of the New Castle Community School Corporation and has an enrollment of approximately 1,200 students.  NCHS is the largest high school in Henry County.

Supporting paragraphs: Drennon Creek Henry County, Kentucky
Answer: Kentucky