Here are the counties containing state capitals that seem to have gone for McCain...]
(check Juneau borough, AK - do we have data?)
KS Shawnee County (Topeka), McCain 50% (ahead by under 750 votes)
KY Franklin County (Frankfort), McCain 50% (ahead by under 150 votes)
WV Kanawha County (Charleston), McCain 50% (ahead by under 500 votes)
The above capitals have all been confirmed for Obama. McCain has won Jefferson City, Bismarck, Oklahoma City, Pierre, and Cheyenne. I haven't seen any city data for Annapolis--Lephead's Maryland results show county council district, but don't know which cities they correspond to.
Assuming
this map is correct, Annapolis went for Obama.