McCreary County is the only Kentucky county to not have a single incorporated city. Because of this, county government is the sole local government agency for the entire county. Attractions in McCreary County include the Big South Fork National River and Recreation Area, Cumberland Falls State Park, and the Big South Fork Scenic Railway, which tours several former coal camps.
The majority of the county is owned by the federal government. 43% is owned and managed by the Daniel Boone National Forest, and 18% owned and managed by the National Park Service as the Big South Fork National River and Recreation Area.