With regard to the sale of alcohol, it is classified as a moist county—a county in which alcohol sales are prohibited (a dry county), but containing a "wet" city, in this case Cumberland, where package alcohol sales are allowed.
As of the census of 2000, there were 33,202 people, 13,291 households, and 9,449 families residing in the county. The population density was 71 per square mile (27 /km). There were 15,017 housing units at an average density of 32 per square mile (12 /km). The racial makeup of the county was 95.56% White, 2.62% African American, 0.48% Native American, 0.29% Asian, 0.02% Pacific Islander, 0.08% from other races, and 0.95% from two or more races. 0.65% of the population were Hispanics or Latinos of any race.
There were 13,291 households out of which 32.20% had children under the age of 18 living with them, 54.30% were married couples living together, 13.20% had a female householder with no husband present, and 28.90% were non-families. 27.00% of all households were made up of individuals and 12.60% had someone living alone who was 65 years of age or older. The average household size was 2.47 and the average family size was 3.00.
The age distribution was 25.00% under the age of 18, 8.50% from 18 to 24, 27.50% from 25 to 44, 25.20% from 45 to 64, and 13.90% who were 65 years of age or older. The median age was 38 years. For every 100 females there were 91.80 males. For every 100 females age 18 and over, there were 87.80 males.
The median income for a household in the county was $18,665, and the median income for a family was $23,536. Males had a median income of $29,148 versus $19,288 for females. The per capita income for the county was $11,585. About 29.10% of families and 32.50% of the population were below the poverty line, including 40.10% of those under age 18 and 21.00% of those age 65 or over. During Harlan County's early history a large number of Native Americans of mixed heritage, or commonly called Melungeons, settled the area. Groups like the Ridgetop Shawnee are organizing the descendants of those early Native American settlers.