I live in Indiana but live very close to the Kentucky border (my boyfriend lives over in louisville, about 20 min away) and every time that I say I am going to go see him my parents refuse to let me drive myself over there and say that they can have me arrested if I cross state line, I was just wondering if that's true? Is there any kind of trouble that I can get into? (I'm 17, 18 in 5 months, and my boyfriend is 19)?

If you can drive legally by yourself than there is no law against you going into another state. However, if you really want to make sure just check the dmv laws in Kentucky that way you have hard evidence for your parents

I agree. Unless you had a junior operator (provisional) license, or were driving a rental car not contracted for out of state use -- their likely only recourse would be to report the vehicle stolen or taken without their authorization, assuming you do not have a vehicle of your own.
The only other possible factor, is that you are still technically a minor at age 17, and he is an adult. Though I doubt this fact alone gives them grounds for arrest.
I agree though, check your local laws. Better safe than sorry. :)

Ok, it is not really crossing the state line, it is leaving your home and going somewhere your parents tell you not to go.

If they report you have "run away" they can have you picked up and turned over to Juv system. ( normally returned home)

If you cross a state line, they may even have the 18 year old ( who is an adult) charged with interfering with the custody of a minor.
( not sure their DA would do it, but it is a possible action)

If your parents told you not to go to the mall, not to leave the house, and you did, they can call the police on you for doing that.
Ok, in NY city most likley no police would do anything ( unless your family is rich) but in bo-hick small town like I live in, they would have three or four cars looking for you in 5 min.