What about Senate Republicans in Obama states? This is why Republicans have a majority currently, since we most of the red state Dems this year.
Cory Gardner (CO)
Marco Rubio (FL)
Kelly Ayotte (NH)
Chuck Grassley (IA)
Joni Ernst (IA)
Mark Kirk (IL)
Susan Collins (ME)
Dean Heller (NV)
Rob Portman (OH)
Pat Toomey (PA)
Ron Johnson (WI)
Kerry states are probably a better analogue, as Kerry lost by a similar margin to Romney, so it's about equivalent so far as PVI goes.
That takes us to:
Kelly Ayotte (NH)
Mark Kirk (IL)
Susan Collins (ME)
Pat Toomey (PA)
Ron Johnson (WI)
Only ME and IL are more than a couple of points Democratic-leaning.