Heildelburg, once a stop on the L&N and major sawmill, is a sleepy village located on the banks of the Kentucky River. Settled in 1799 by Jospeh Brandenburg and named in honor of his German home town. The Sheltowee Trace crosses the Kentucky River herHeildelburg, once a stop on the L&N and major sawmill, is a sleepy village located on the banks of the Kentucky River. Settled in 1799 by Jospeh Brandenburg and named in honor of his German home town. The Sheltowee Trace crosses the Kentucky River here.