It really is interesting how modest Dem gains of state legislative chambers were during 2006-08 vs. GOP gains during 1994, 2002, and 2010. Downballot Dem problems are significantly older than Obama.
Well 2002 was different because the GOP President still had solid approval ratings. I think it was harder for Dems to really pick up State Governorships and State Legislatures in 2006 and 2008 because they weren't connected to the Federal Level(i.e. Iraq and Bush W) where the GOP took a beating in both years in US House and US Senate races.