Trivial Pursuit fodder: Only time a candidate has won the general election despite losing his home state was Polk in 1844. (Last general election too when "election day" was held on different dates in different states.)

EDIT - Fun Fact: Romney will win 2/3rds of the OH delegates despite winning the primary by a razor-thin margin because...something.

EDIT 2 - Wilson lost New Jersey in his 1916 re-election.