The best-kept tourist secret in Lexington Kentucky is the early morning track workouts at Keeneland Race Course. Arrive at 7:00 or 7:30 a.m. There are no crowds and you can stand at the rail and get remarkably close to the horses. If you've never done this before, you'll be impressed with the beauty and power of the horses, and the strength and skill of the exercise riders. Finish the morning at the track kitchen on the backstretch, and then wander around the barns. It's free and open to the public--just watch out for high-spirited horses that might be crossing a backstretch road at the same time you are.
I was at Keeneland on April 17th, a couple of weeks before the Kentucky Derby, and a few days after the Bluegrass, Makers 46 Mile and Jenny Wiley Stakes. There were horses on the track that would go to the Derby. I've made an attempt to identify some of them.