Ancestry.com has mislabelled the Russell city directories (Greenup County, Kentucky) as Russell, Ohio directories.

They have 1938, 1940, 1942, 1947, 1952, 1954, and 1958.

The 1944 Russell directory IS Russell, Ohio, but that's the only one in the drop-down Ohio list that is. The rest are KENTUCKY.

Ancestry.com also has three Russell, KY city directories that are not mislabelled: 1937, 1942 and 1944 that are in the Kentucky list.

Here's the entire database.
http://search.ancestry.com/search/db.aspx?dbid=2469

Again, Russell, Ohio = Russell, KENTUCKY, except for 1944.