Jericho, KentuckyJericho is an unincorporated community in Henry County, Kentucky, in the United States.HistoryJericho was a station on the Louisville and Cincinnati Railroad. A post office was established at Jericho in 1852, and remained in operation until it was discontinued in 1965.In MediaThe Band's "The Caves of Jericho" on their 1993 album Jericho refers to Jericho, Kentucky.