Chaeles Fenno Hoffman,"A Winter in the West" (1834) [ref. to Kentucky in 1826]:

"[The condemned man] was...set up, on his coffin, in the cart. He asked for water, and requested that while a messenger was gone for it, the music would play Bonaparte's Retreat from Moscow."

W. H. Stepp, who recorded the now "standard" version of "Bonaparte's Retreat" for Alan Lomax in 1937, was also a Kentuckian.

https://en.wikipedia.org/wiki/William_Hamilton_Stepp

https://www.youtube.com/watch?v=1yeQucos9-M