Well, going through the states, looking at talked about races recently:
Alabama:
Alaska: Senate, House this year; Governor in 2006
Arizona: Somewhat competitive Senate race in 2006; home state of McCain
Arkansas: Governor's race in 2006; home state of two presidential candidates
California: Talked about a lot, even if there aren't a lot of competitive races
Colorado: Swing state, obviously
Connecticut: 2006 Senate
Delaware:
Florida: Swing state
Georgia: Senate race in 2002, important primary state in 2008
Hawaii:
I guess it's kind of Obama's second home state, but that's stretching it
Idaho: Larry Craig, competitive gubernatorial race in 2006
Illinois: Home state of Obama, important house races
Indiana: Important 2008 primary, important house races, Gubernatorial contest this year
Iowa: First caucus in the nation
Kansas: SWING STATE LOL
Kentucky: Important house races, competitive Senate in 2004, Gubernatorial contest 2007
Louisiana: Lots of house races, gubernatorial race in 2007, Senate in 2008
Maine: Senate race in 2008, interesting Gubernatorial contest in 2006
Maryland: Competitive senate, gubernatorial contest in 2006
Massachusetts: Gubernatorial races are usually competitive, special election in 2008
Michigan: Swing state, 2008 Democratic primary dispute
Minnesota: Talked about a lot on this forum, obviously
Mississippi: Senate race, issues of black turnout, house races
Missouri: Swing state, 2006 Senate, 2008 Governor
Montana: Schweitzer is talked about a lot, 2006 Senate race
Nebraska: Splits its electoral votes, two "maverick" Senators in Nelson and Hagel
Nevada: Swing state, competitive house races
New Hampshire: Swing state, first primary, etc.
New Jersey: Senate races are always close, interesting polling phenomena
New Mexico: Swing state, competitive Senate/House races
New York: Lots of important politicians in the state, competitive house races
North Carolina: Competitive/interesting Senate, Governor, House races
North Dakota: Obama's advertising and campaigning there
Ohio: Duh
Oklahoma: Inhofe and Coburn are... interesting characters, and the state was interesting in the Democratic primaries
Oregon: Swing state, competitive Senate race
Pennsylvania: Like Ohio, duh
Rhode Island: 2006 Senate, Governor
South Carolina: Important primary state
South Dakota: Lots of well known politicians (Daschle, Thune, Herseth-Sandlin)
Tennessee: 2006 Senate
Texas: 2006 primary, competitive house races, an interesting state demographically
Utah: Um... it's very Republican and very Mormon
Vermont: Has changed a lot in the last 20 years, has the only socialist Senator
Virginia: Swing state; Senate and Gubernatorial elections are competitive and interesting
Washington: Governor's race, some house races
West Virginia: Like Vermont, but in the opposite direction, important 2008 primary
Wisconsin: Swing state
Wyoming: Competitive House elections
So, Alabama, Delaware and Hawaii as far as I can tell.