A better question would be the inverse (ie: If the Dems were to win every county in the U.S but one..), and for that there would be a loongg list of possible answers. Of course, the changes of either this or the above question ever happening are slim to none - and the slim has long left town.
The list for the inverse would not only be extremely long, but would contain counties no one has ever heard of. It's much easier to talk about the question in the poll, since 3 of the most Democratic counties (D.C., San Fran., the Bronx) everyone is familiar with, and the other two (Shannon, SD and Macon, AL) are unique in that they both contain a large minority population (Natives in the former; Af.-Am's in the latter). There is nothing that really sets apart the ultra-Republican counties from each other.
My guess would be Loving, TX