John Hunt Morgan did not initially favor secession. He joined the Confederate States Army in September of 1861 and fought at the battle of Shiloh. On July 4, 1862, he took 900 men on a raid into Kentucky, causing havoc and unsettling federal troops. He captured troops and horses and furthermore destroyed supplies. Here's a description of the beginning of the raid.
And here is an account in the NY Times, July 15, 1862:
Morgan's Raid In Kentucky.
CINCINNATI, Monday, July 14. The Gazette special, dated Lexington, says that Gen. WARD assumed command last night. The city is under martial law. No man is to appear without a musket, under penalty of being shot down. Gen. WARD's proclamation orders all the citizens of Fayette County to prepare forthwith for military duty. The Commercial special, dated Frankfort, says that MORGAN, with less than 10,000 men, crossed the Kentucky River this morning, and moved north to Versailles, where now is a force sufficient for the protection of Frankfort and Lexington. CINCINNATI, Monday, July 14. Since Saturday night the city has been greatly excited. A thousand rumors are afloat. Meetings have been held, and citizens in large numbers have volunteered for special service at Lexington. Over one hundred of the city police went, fully armed. Many citizens are yet anxious to go, but their services will not be accepted until further news from MORGAN is had.
More information about the battle of Pea Ridge, Arkansas, which took place in March.