There's a very strange tradition that pops up in several places around the world, seemingly independently of each other, and that's the quaint surrealist custom known as the "Shoe Tree". According to Wikipedia, "There are currently at least seventy-six such shoe trees in the United States, and an undetermined number elsewhere."
Kentucky has one such tree, and it's located on the grounds of Murray State University in Calloway County. The Murray State Shoe Tree is in front of the Pogue Library, and has been a local curiosity for many, many years. There's not a lot left of the tree - in fact, it's really reduced to a tall stump these days - apparently because all the nails driven into the tree to attach the shoes over the years have literally turned it into a lightning rod and it keeps getting zapped during thunderstorms.
The tradition, as the story is told, is that if a couple who met at Murray State end up getting hitched, they return to their alma mater and nail their shoes to the Shoe Tree. Why? No one seems to know.
If said couple has a baby, the baby's shoes are then nailed to the tree as well. Why? No one seems to know.
Don't ask, just accept it.