The 39th Kentucky Infantry was an Eastern Kentucky "Union" unit. Here is a short history:
Thirty-ninth Infantry. -- Cols., John Dills, Jr., David A. Mims; Lieut.Col., Stephen M. Ferguson; Majs., John B. Auxier, Martin Thornbury.
This regiment was raised by Col. Dills in the fall of 1862 from the counties along the Big Sandy, and was organized in camp at Peach Orchard, where it was mustered into service Feb. 16, 1863.
Before it was mustered in it began a series of fights and skirmishes with the enemy in that section which continued during almost its entire term of service. On Dec. 31 the regiment was engaged with the enemy 4 miles from Prestonsburg.
In April, 1863, it fought at Pikeville and captured Col. French and his command. In July Gen. Julius White, who had been sent to command the forces in eastern Kentucky, reported a successful fight at Beaver creek, in which the regiment is specially mentioned as taking a number of prisoners and having "made a charge up the mountain with great gallantry."
At this time a portion of the regiment moved to Gladesville, Va., with other troops and captured Col. Caudill and his command at that place. Early in Jan. 1864, part of the regiment under Capt. King fought at Sherman's ferry, losing Lieut. Richard D. Coleman killed, and Lieut. James M. Thornbury and several men captured.
The following month the 38th and 14th, under Col. Gallup, fought at Laurel Creek, W. Va., defeating and capturing Col. Ferguson and a number of his men, for which Col. Gallup and his command received congratulatory thanks from the commanding generals. In April the regiment, under Lieut.-Col. Ferguson, with other troops, particularly the 14th Ky., fought at various places, among others at Half Mountain and Paintsville, with complete success.
In May it was engaged at Pond Creek, Pike County. With Gen. Hobson's division it made the forced marches from Sandy Valley to Mt. Sterling where it fought with Morgan, and also at Cynthiana, and then participated in the pursuit.
The regiment accompanied Gen. Burbridge on the Saltville expedition in Sept. 1864, and engaged in the fighting there. A portion of the regiment accompanied Gen. Stoneman on the second expedition to that place and shared in all the fighting and suffering of that severe but successful campaign.
The regiment was mustered out at Louisville, Sept. 25, 1865, after nearly three years of continuous active service and participating in such a number of fights and skirmishes it would be difficult to enumerate.
Source: The Union Army, vol. 4, p. 340