Earlier, I jokingly posted a map that was meant to make the point that there is little support for the notion that winning a state's primary/caucus has anything to do with what will happen in the general election. To put a finer point on the question, I went back and looked at the last three contested Democratic nomination campaigns (2004, 2000, and 1992). In each case, I looked at every state that was contested before the eventual nominee had effectively won the nomination (it doesn't tell us much if a candidate wins a state once his opponents have exited the race). I'll address two big questions with this data:
1) Does losing a state's primary mean that a candidate will lose the state in the general election?
The eventual Democratic nominee lost 12 states in these three campaigns: Clinton lost 9 states, Gore did not lose any states, and Kerry lost 3. Of these 12 states that the eventual nominee lost during the nomination campaign, he lost just three of those in the general election. Kerry lost Oklahoma and South Carolina in 2004 and Clinton lost South Dakota in 1992. That means that since 1992, a Democratic nominee has won 75% of the states that he lost during the nomination campaign.
2) Does winning a state's primary mean that a candidate will win that state in the general election?
Since 1992, the eventual Democratic nominee has won 50 states while the race for the nomination was still being contested. The Democratic nominee went on to lose 19 of those 50 states (38%) in the general election. Kerry lost 8 states he carried during the primaries (IA, AZ, MO, TN, VA, UT, GA, OH), Gore lost 4 (NH, GA, MO, OH), and Clinton lost 7 (ID, SC, FL, MS, OK, TX, KS).
Kerry and Gore's campaigns are particularly instructive. In 2000, NH, GA, MO, and OH could all be considered potential "swing states." Gore lost each of these states in the general election despite winning their primaries. In 2004, IA, AZ, MO, TN, VA, and OH could all have been considered potential "swing states." Kerry lost each of these despite winning their primaries.
The bottom line is that there is little support for a claim made by either candidate (Obama or Clinton) that winning a state's primary is closely related to the candidate's chances in that state during the general election. In fact, the Democratic nominees since 1992 have fared better in states that they lost during the nomination campaign (winning 75% of those states in the general election) than they have in states that they won (winning 62% of those states).