Kentucky is a southeastern state bordered on the north by the Ohio River and east by the Appalachian Mountains, with Frankfort serving as the state capital. Kentucky is divided into the Bluegrass Region and the Southern Region. Louisville, the state's biggest city, is the site of the Kentucky Derby, a world-renowned horse race held at Churchill Downs on the first Saturday in May every year since 1875. In addition to a two-week celebration, the Kentucky Derby Museum hosts events all year long to commemorate this historic event.