I live in Louisville KY. If you go South The Florida pan handle is the closest. This would include Pensacola, Panama City Destin just to name a few. If you went East you would find Virginia Beach. There are no beaches very close. All are several hundred miles away. You could get there in one day of driving.
A few good beaches near Kentukcy are Long Island Beach and Hamilton Beach. Apart from these beaches you can find several other forms of recreation through hiking, rafting and fishing in lakes.
I live in Eastern KY and Virginia Beach is just as close as Myrtle..But it is MUCH nicer!! I would suggest it!
Need more information are you flying or driving to these beaches. And what type of beaches are you looking for? Man-made or natural? Four hour flight and car ride to Florida's beaches. Michigan lake beaches about 9 hours by car or a three hour flight and a hour car ride.