My understandin' is many distillaries in Kentucky were legit up to a point. Kinda like the waitress that only reports part of her tips. Most if not all the big one were in Penn. and were legit cause George Washinton took the army there to get them to pay their taxes while he was Prez.
The first US Marshall to die in the line of duty was Killed by a Methodist minester in Penn. who didn't want to pay his whiskey tax.
Might have been one of the first, but according to the US Marshal's service, the first Marshal to die was in Georgia:
"United States Marshal Robert Forsyth may have expected trouble. He took two of his deputies with him to Mrs. Dixon's house in Augusta, Georgia on January 11, 1794, because the Allen brothers, Beverly and William, had reportedly been seen there.
Forsyth and his Deputies went after the brothers. Hearing their approach. Beverly Allen aimed his pistol toward the door
and squeezed the trigger. Before the sound of the gunshot could echo off the walls, the ball splintered through the wooden door and struck Forsyth fair in the head. He was dead before his body hit the floor, the first of 400 or more Marshals killed performing their duties."
I know some US Marshal's were sent to Penn. during the Whiskey Rebellion. They were fought off, but I’m not sure if an official US Marshal was killed there.