The 2008 exit polls (example:
http://www.msnbc.msn.com/id/25383811) shows the following:
* 32 states and the District of Columbia in which more respondants claimed to be Democrats than Republicans. Obama won all of these states except for Arkansas, Georgia, Kentucky, Louisiana, Missouri, and West Virginia, which McCain won.
* 17 states in which more respondants claimed to be Republicans than Democrats. McCain won all of these states except for Colorado and Indiana, which Obama won.
* 1 state in which the percentage of respondants who claimed to be Democrats and those who claimed to be Republicans were equal. McCain very narrowly won this state, Montana, by about two percentage points.
* There are thirteen states in which the percentage of exit poll respondants who claimed to be Democrats and those who claimed to be Republicans are within five percentage points of each other. Obama won five of them.