In Kentucky, it means dark (4)

I believe the answer is:

inky

'dark' is the definition.
(thesaurus)

'in kentucky' is the wordplay.
'kentucky' becomes 'ky'.
'in'+'ky'='INKY'

'it means' is the link.

(Other definitions for inky that I've seen before include "Completely dark" , "Black; drunk (Aus. sl.)" , "Dark; stained" , "Like writing fluid" , "Like the printing trade" .)

I've seen this clue in the Evening Standard.

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