McCain won exactly one county in New England (a small Maine county). Obama won at least one county in every state except Alaska, which doesn't divide itself into counties. Just a thought.
Update: Dave notes that all of Oklahoma's counties went for McCain. Almost all of Kansas' counties and almost all of Nebraska's counties went McCain too, so there's a pretty good regional base for McCain too. Just that nowhere near as many people live there as in New England. Dave also points out that blue counties often sit on population centers, which is a good point except that in the South, a lot of rural lowland counties went for Obama (and trend Democrat) because of the high African-American population there.