I live in Louisville. The only shop remaining that is dedicated to Model Trains, is Roundhouse. L&N Trains closed Fall of 2013. Kevin owns the Roundhouse, but Tom (whom used to own it) is still there most days each week. There is plenty of knowledge in the shop, and the selections are across the board.
There is plenty of HO, N, O (Postwar, MPC, & Modern), G, American Flyer S, and even some Standard Gauge/ Tinplate. Kevin also has a large selection of Buildings for HO, AF S, and O. He is an MTH Dealer, though the shop does lean more heavily towards Lionel. There is a fairly large selection of MTH Buildings. And he is also a dealer for Williams, Atlas, & Gargraves.
Kevin can order anything that you are looking for, but keep in mind he is a dealer that charges MSRP for New Product (Lionel & MTH Locomotives/ Rolling Stock). His primary wholesaler is Horizon Hobbies. If you are Police, Fire, EMS, or Military (AGR or Retired), Kevin does offer a 5% Discount on everything else, except things like Magazines and such.
On a personal note, I have done quite a bit of business with Kevin over the past several years, and I have also created/ redesigned his re-vamped business cards since Late 2013. Kevin will bend over backward for his customers. He also does offer layaway if needed.
Though there is not an official O Club here in the Louisville Area, there are several people that have fairly detailed/ large layouts, and there is a pseudo/ quasi group here in town, that meets at a place in the South-End of Jefferson Co, where there are several layouts. The nearest O Train Club is Queen City Hi-Railers in Cincinnati. One of our fellow OGR members is here in Louisville, and that is Trainman2001 aka Myles. I am in the process of the designing my next layout here in our basement. I am always up for meeting fellow train/ model rr enthusiast.