Question: Pearl Bryan was a 22-year-old pregnant American woman from Greencastle, Indiana who was found decapitated in 1896, in Fort Thomas, a home rule-class city in Campbell County, Kentucky, in which country?

Context paragraphs:
Highlands High School (Fort Thomas, Kentucky): Fort Thomas Highlands High School, also known as Fort Thomas Highlands, is a public secondary school located in Fort Thomas, Kentucky.  Operated by Fort Thomas Independent Schools, Highlands was founded in 1888.  The school took its name from the original name of Fort Thomas, "The Highlands".  It currently has around 900 students in grades 9-12.

Newport, Kentucky: Newport is a home rule-class city at the confluence of the Ohio and Licking rivers in Campbell County, Kentucky, in the United States.  The population was 15,273 at the 2010 census.  Historically, it was one of four county seats of Campbell County.  Newport is part of the Cincinnati Metropolitan Area, which includes over 2 million inhabitants.

Wilder, Kentucky: Wilder is a home rule-class city in Campbell County, Kentucky, United States.  The population was 3,035 at the 2010 census.  It is part of the Cincinnati-Northern Kentucky metropolitan area.

Alexandria, Kentucky: Alexandria is a home rule-class city in Campbell County, Kentucky, in the United States.  Along with Newport, it is one of the dual seats of the county.  The population was 8,477 at the 2010 census.

Murder of Pearl Bryan: Pearl Bryan was a 22-year-old pregnant American woman from Greencastle, Indiana who was found decapitated in Fort Thomas, Kentucky in 1896.  Her head was severed below the fifth vertebra.  Due to the murder's gruesome nature, it achieved significant notoriety at the time.  It is said that Pearl's boyfriend, Scott Jackson aided by Alonzo Walling murdered her after a botched abortion attempted by use of dental instruments.  More recently, there have been claims that her ghost haunts Bobby Mackey's Music World located in Wilder, Kentucky.

Southgate, Kentucky: Southgate is a home rule-class city in Campbell County, Kentucky, United States.  The population was 3,803 at the 2010 census.

Cold Spring, Kentucky: Cold Spring is a home rule-class city in Campbell County, Kentucky, in the United States.  The population was 5,912 at the 2010 census, up from 3,806 at the 2000 census.  It is part of the Cincinnati-Northern Kentucky metropolitan area.

Greencastle, Indiana: Greencastle is a city in Greencastle Township, Putnam County, Indiana, United States, and the county seat of Putnam County.  It was founded in 1821 by Ephraim Dukes on a land grant.  He named the settlement for his hometown of Greencastle, Pennsylvania.  Greencastle was a village or town operating under authority of the Putnam County commissioners until March 9, 1849, when it became a town by special act of the local legislature.  Greencastle, Indiana, officially became a city after an election held on July 8, 1861.  The first mayor of Greencastle was E. R. Kercheval, a member (during his lifetime) of the Freemason Temple Lodge #47.  The city became the county seat of Putnam County.  The population was 10,326 at the 2010 census.  It is located near Interstate 70 approximately halfway between Terre Haute and Indianapolis in the west-central portion of the state.  Greencastle is well known as being the location of DePauw University.

Fort Thomas, Kentucky: Fort Thomas is a home rule-class city in Campbell County, Kentucky, United States, on the southern bank of the Ohio River and the site of an 1890 US Army post.  The population was 16,325 at the 2010 census, making it the largest city in Campbell County and it is officially part of the Cincinnati – Northern Kentucky metropolitan area.

Woodlawn, Kentucky: Woodlawn is a home rule-class city in Campbell County, Kentucky, United States.  The population was 229 at the 2010 census.

Supporting paragraphs: Murder of Pearl Bryan Fort Thomas, Kentucky
Answer: United States