A Kentucky plug is typically used and was invented in the great state of Kentucky. This is a sex move that involves the man using his thumb to pleasure his girl/significant other.
When two people are engaged in sexual intercourse and one person rams one of their thumbs as hard as they can into the other person's anus, shouting "YEE HAW".
Yeah I gave her the ol' Kentucky Plug last night, she wasn't too happy since my thumbs are even bigger than Megan Fox's.