Cincinnati Cincinnati Tri-State Kentucky Travel The Candy Bar – Covington, KY By: Been There with Kids The Candy Bar is a small old fashioned style candy shop on Mainstrasse in Covington, KY. It is a very cute shop! They have tons …. Share this:Click to share on Facebook (Opens in new window)Click to share on Twitter (Opens in new window)Click to share on Pinterest (Opens in new window)