One diamond was found in Kentucky (Russell County; though some poor quality diamonds were later discovered in the 1960s in Elliott County); it is thought to have been brought here during one of the glacial periods. The 0.776 carat diamond was purchased from the discoverer for $20 by a Louisville jeweler and the gem now is on display at the Smithsonian.
The events of the discovery were described in The American Journal of Science (vol. 28, no. 223-228 dated 1889):
To be sure, it is an interesting antecdote in Kentucky's history. And, as my wife would say, "diamonds are a girl's best friend."