A form vaginal or anal play, using ones thumb to "plug up the whole." This term is inspired by the popular YouTube channel Kentucky Ballistics. After suffering a nearly fatal .50 caliber related accident, the YouTuber stuck his thumb into the hole in his throat. So the term "Kentucky Plug" means to stick your thumb up your partner's hole, and plug it almost as well as Kentucky Ballistics plugged his throat.
"Honey, tonight I'm giving you the 'Kentucky Plug'."