Geb,
No, not all bourbon has to be made in Kentucky. There have been bourbons made in Pennsylvania and Virginia, and possibly also in Ohio and Indiana. Perhaps in a few other states as well. I'm sure others on here will have more of those historical details.
But you're right in thinking that most of it originates in Kentucky. And it does have to be from Kentucky in order to be labeled "Kentucky Straight Bourbon Whiskey."
I am not familiar with Southern Charm bourbon or the "Southern Charm" distillery, although most distilleries listed on bottles are DBAs anyhow. It may be from the now-closed
Michter's Distillery.