The Confederate States government considered Kentucky and Missouri to be Confederate states and so did many of its citizens. In Missouri, there were many more Union regiments than Confederate regiments, in part due to the Union Army occupation early in the war. The governor of Kentucky made a poor decision to try and buy time by declaring the state was neutral. Again, the Union Army arrives in force before the citizens have much time to organize Confederate regiments. Also, there was a larger percentage of pro-Confederate people relative to Missouri. These border states along with Tennessee and Arkansas had a lot of irregular units fighting both armies and sometimes preying on civilians. Those states actually did fight a civil war. One of my favorite WBTS movies is Ride with the Devil, sort of historical fiction.