Census records before 1910 have him born in Tennessee.
Census records after 1910 have him born in Kentucky.
Sources
1870 Census: "1870 United States Federal Census" Year: 1870; Census Place: Coal Branch, Lee, Kentucky; Roll: M593_481; Page: 319B Ancestry Sharing Link - Ancestry Record 7163 #18697799 (accessed 17 November 2022) Campbell Tharp (4) in Coal Branch, Lee, Kentucky. Born in Tennessee.
1880 Census: "1880 United States Federal Census" Year: 1880; Census Place: Troublesome, Breathitt, Kentucky; Roll: 405; Page: 637D; Enumeration District: 016 Ancestry Sharing Link - Ancestry Record 6742 #10302641 (accessed 17 November 2022) Campbell Tharp (15), single son, Farm Laborer, in Troublesome, Breathitt, Kentucky, USA. Born in Tennessee.
1900 Census: "1900 United States Federal Census" Year: 1900; Census Place: Elliotsville, Breathitt, Kentucky; Roll: 510; Page: 14; Enumeration District: 0008; FHL microfilm: 1240510 Ancestry Sharing Link - Ancestry Record 7602 #17482580 (accessed 17 November 2022) Cam E Tharp (37), married, Farmer, head of household in Elliotsville, Breathitt, Kentucky. Born in Tennessee, USA.
1910 Census: "1910 United States Federal Census" Year: 1910; Census Place: Elliottville, Breathitt, Kentucky; Roll: T624_466; Page: 12A; Enumeration District: 0015; FHL microfilm: 1374479 Ancestry Sharing Link - Ancestry Record 7884 #8407285 (accessed 17 November 2022) Cain Tharp (43), married, Farming, head of household in Elliottville, Breathitt, Kentucky, USA. Born in Kentucky.
1910 Census: "1910 United States Federal Census" Year: 1910; Census Place: Elliottville, Breathitt, Kentucky; Roll: T624_466; Page: 12A; Enumeration District: 0015; FHL microfilm: 1374479 Ancestry Sharing Link - Ancestry Record 7884 #8407285 (accessed 17 November 2022) Cain Tharp (43), married, Farming, head of household in Elliottville, Breathitt, Kentucky, USA. Born in Kentucky.
1940 Census: "1940 United States Federal Census" Year: 1940; Census Place: Breathitt, Kentucky; Roll: m-t0627-01285; Page: 15B; Enumeration District: 13-15 Ancestry Sharing Link - Ancestry Record 2442 #57131292 (accessed 17 November 2022) Cam Tharp (74), widowed father, in Breathitt, Kentucky. Born in Kentucky.
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