Bush Roads Sporting Clays: 6 or so miles off I-24 on Hwy 139 near Cadiz. Open to the public on Sunday afternoons 270-522-0448
Kentucky Regulators Range Cowboy Action Shooting, IDPA and other stuff. In the little town of Boaz between Mayfield and Paducah.
Sorgum Ridge Sporting Clays in Wickliffe, KY 270-335-5400
Eagle Skeet Range (also has Trap and 5 Stand) on the Fort Campbell Army base (but open to the public)
Jackson Purchase Gun Club in Paducah.
Somewhere in or around (1) Calvert City and (2) Fairdealing there is (or once was) a Trap/Skeet club. Once you find a local trap shooter or two surely they'll know more about these ranges.
A little farther up I-24 is the
Rend Lake Shooting Complex I've shot several times (and still do) at Bush Road, Kentucky Regulators, Eagle Skeet, and Rend Lake. No problems at any of them.