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Hi Mike. If they left from Harlan Co., Ky., I do not know what train they would have taken. In the 1920 Lee Co., Va. Census, Rocky Station District was found John H. (Harlan) Kelly, b. ca. 1890 Ky, his wife Lucy, b. ca. 1889, Ky and their children. If they werre the ones who moved to Indiana, they would have boarded the L. nd N (Louisville & nashville) passenger train at one of the many stations (possibly at Pennington Gap, Va) and travelled west through the tunnel at Cumberland Gap to Middlesboro, Ky, past Pineville, Ky and on to Corbin, Ky, at the end of the line. I do not know what Train they may have taken on to Jefferson Co., Ind. Ed Lee Co., Va. genealogist, Corresponding Secretry, Lee Co. Hist. and Gen Society.