Cave Run Lake, Salt Lick, KY (near Morehead) has 2 nice parks. It is part of the Daniel Boone National Forest. We just spent 3 days in the Zilpo campground for a family reunion. The other campground (Twin Knobs) looked just as nice. They are on opposite sides of Cave Run Lake. The swimming beach was very nice. Some of the sites border the lake so I guess you could fish from your site. Only problem is limited electricity. Most sites don't have it. From what I could tell, only the inner circles of the loops have the electricity which means you wouldn't border the lake. There aren't any water or sewage hookups either. Although, there is water available in several locations in each loop. The bathhouses were very clean. The entire park was clean. The sites are a nice size and offer plenty of privacy from your neighbors. Here are links to the DBNF website, Zilpo and Twin Knobs: http://www.southernregion.fs.fed.us/boone http://www.fs.fed.us/r8/boone/recreation/campcumb.shtml
I will get a review posted soon.