Sovern Run empties into Big Sandy Creek. From the Coopers Rock exit on I68 take Rt. 73 east. Turn right at Laurel Run rd(sign for Laurel Run on left side of road but you need to turn right). Take the next left on Gary Walls Rd. Veer left on Rockville Rd., I don't think there are any signs but at this point you will be entering the woods and heading down hill. The road can be rough from this point. At the Bottom of the hill there is a gravel parking lot on the left before the one lane bridge. Park there. Walk across the bridge and follow the road a few hundred feet, you will see Sovern Falls on the right. Also from the parking lot there is a trail on the opposite side of the road that will lead to Wonder Falls about 1 mile down stream. A Google Map provided by Eric Mallamo.
Thanks to Eric Mallamo for photo use and directions to this fall.
Here's a better way.
This is not near as rough and mostly paved. It's only the last mile you have to deal with rough road.
From Exit 23 on I-68, drive south on N. Preston Hwy (WV 26) for just under 2 miles and turn right on Pleasant Valley (CR-26/16). Follow just over a mile to a fork in the road. Bear right at the fork onto Little Sandy Rd. (CR-14/3) and follow for 2.6 miles. Take a hard right onto Rockville/Mt. Nebo Rd. (CR-14). You are now on a dirt road. Follow for just about one mile. You will drive by a house on your left, cross the bridge and park to see Sovern Falls. You can see the falls from the bridge. Continue down this road a bit more and cross the bridge at Big Sandy Creek and park down to the right for Wonder Falls.