Finchville is an unincorporated community within Shelby County, Kentucky, United States.It was named for the early settler and blacksmith Ludwell Finch, who started a farm here in 1841.Finchville contains a post office located at the intersection of KY 55 and KY 148.The Finchville Fall Festival is an event that is held annually by the Finchville Ruritan Club the last weekend of September.