Reelfoot Lake is just over the Tennessee line and is interesting. Several good restaurants if you like catfish. If you like you can travel to Union City, TN and tour Discovery Park. I am sure there are more things to do in Kentucky. Columbus Belmont state park is very interesting if you like history. I second the old grave yard!
We stayed there several years ago. Great park. there are a number of things to do at the park, museum, historical sites, etc. Across the street is a very old cemetery, interesting to walk around.