If the ground has opened, if a hole is swallowing water or soil, if a wall or a floor has moved suddenly, or if anyone could fall in, call 911 first. A subsidence hole can keep opening, and the edge of it is not safe to stand on.
When nobody is in immediate danger, Division of Abandoned Mine Lands, regional offices and emergency contact is the office to call in Kentucky. Emergency line 1 (877) 495-9552 where life or property is in danger, an online request for investigation, and the Frankfort, Madisonville and eastern offices with the counties each covers.
Then tell the people who need the record of it: your insurer, your county emergency management office, and, if the hole is in a road or a right of way, the authority that maintains it. Photograph it with something in the frame for scale, write down the date and the time, and keep measuring it, because how fast it grows is what an engineer will ask about first.
Signs worth reporting before anything opens: doors and windows that stop closing, new cracks that run at an angle across a wall, a floor or a drive that dips, a sudden wet patch or a dry well, and a smell of sulphur or a warm patch of ground where snow melts first.