Here they are. Some of the most Obama counties in the primaries turned out to be the most Democratic counties in each state, but not all of the Clinton counties turned out to be the most Republican counties in each state in the general election.
Alabama Primary*Obama: Macon County (O 82.91, C 18.67 = O + 64.24)
*Clinton: Winston County (C 84.72, O 12.08 = C + 72.64)
Alaska Caucus*Obama won every borough/precinct in the Alaska Democratic Caucuses, but I don't have the exact numbers. If anyone has them, feel free to post them!
Arizona Primary*Clinton: Yuma County (C 60.67, O 27.19, E 9.15 = C + 33.48)
*Obama: Coconino County (O 53.20, C 40.53, E 2.99 = O + 12.67)
Arkansas Primary *Clinton: Clay County (C 88.57, O 7.64 = C + 80.93)
*Obama: Crittenden County (O 51.44, C 46.78 = O + 4.66)
California Primary *Clinton: Imperial County (C 69.33, O 25.10, E 3.41 = C + 44.23)
*Obama: Marin County (O 56.51, C 37.89, E 4.16 = O + 18.62)
Colorado Caucus *Obama: San Miguel County (O 86.05, C 13.44 = O + 72.61)
*Clinton: Kit Carson County (C 64.20, O 27.16, Uncommitted 8.64 = C + 37.04)
Connecticut Primary *Obama: Litchfield County (O 51.51, C 45.30 = O + 6.21)
*Clinton: Windham County (C 52.95, O 42.85 = C + 10.10)
Delaware Primary *Obama: New Castle County (O 56.49, C 39.69, Biden 2.67 = O + 16.80)
*Clinton: Sussex County (C 52.73, O 40.18, Biden 4.08 = C + 12.55)
Florida Primary *Clinton: Charlotte County (C 60.26, O 20.44, E 16.44 = C + 39.82)
*Obama: Gadsden County (O 55.37, C 25.72, E 15.40 = O + 29.65)
*Edwards: Holmes County (E 49.31, C 30.27, O 10.80, Richardson 4.41 = E + 19.04)
Georgia Primary*Obama: Clayton County (O 81.97, C 16.82 = O + 65.15)
*Clinton: Murray County (C 81.26, O 13.99, E 3.78 = C + 67.27)
Hawaii Caucus *Obama: Maui County (O 77.83, C 21.59 = O + 56.24)
*Clinton: None
Idaho - Caucus *Obama: Clark County (O 100.00, C 0.00 = O + 100.00)
*Clinton: Lewis County (C 58.82, O 41.16 = C + 17.66)
Idaho - Primary *Obama: Blaine County (O 75.06, C 21.43, Uncommitted 3.13 = O + 53.63)
*Clinton: Oneida County (C 55.41, O 39.19, Uncommitted 4.05 = C + 16.22)
Illinois Primary*Obama: Champaign County (O 73.73, C 23.87 = O + 49.86)
*Clinton: Hardin County (C 53.79, O 33.09 = C + 20.70)
Indiana Primary *Clinton: Scott County (C 78.25, O 21.75 = C + 56.50)
*Obama: Marion County (O 67.26, C 32.74 = O + 34.52)
Iowa Caucus*Obama: Johnson County (O 52.34, E 23.98, C 20.47 = O + 28.36)
*Edwards: Davis County (E 59.20, C 22.40, O 16.80 = E + 36.80)
*Clinton: Mills County (C 42.22, E 28.89, O 26.67 = C + 13.33)
Kansas Caucus*Although it's not on the site, Hillary won three counties in the Kansas Caucuses: Linn, Miami and Franklin. Sixteen counties tied between Clinton and Obama, while Obama won all the others.
Kentucky Primary*Clinton: Magoffin County (C 92.98, O 5.00 = C + 87.98)
*Obama: Jefferson County (O 52.87, C 44.41 = O + 8.46)
Louisiana Primary *Obama: Orleans Parish (O 75.36, C 22.49 = O + 52.77)
*Clinton: Cameron Parish (C 69.42, O 18.41, E 7.64, R 2.81 = C + 51.01)
Maine Caucus *Obama: Hancock County (O 72.29, C 25.90 = O + 46.39)
*Clinton: Aroostook County (C 61.43, O 38.10 = C + 23.33)
Maryland Primary *Obama: Prince George's County (O 78.89, C 19.73 = O + 59.16)
*Clinton: Cecil County (C 59.09, O 32.78 = C + 26.31)
Massachusetts Primary *Clinton: Bristol County (C 68.77, O 28.00 = C + 40.77)
*Obama: Nantucket County (O 59.75, C 37.79 = O + 21.96)
Michigan Primary *Clinton: Menominee County (C 71.32, O/Uncommitted 22.89, Kucinich 3.95 = C + 48.43)
*Obama/Uncommitted: Emmet County (O/Un 48.94, C 45.01, K 4.83 = O/Un + 3.93)
Minnesota Caucus*Obama: Cook County (O 74.68, C 23.08 = O + 51.60)
*Clinton: Traverse County (C 62.69, O 37.31 = C + 25.38)
Mississippi Primary *Obama: Jefferson County (O 87.96, C 11.01 = O + 76.95)
*Clinton: Tishomingo County (C 82.44, O 13.06, E 2.98 = C + 69.38)
Missouri Primary *Obama: St. Louis City (O 71.09, C 27.25 = O + 43.84)
*Clinton: Dunklin County (C 78.44, O 18.31 = C + 60.13)
Montana Primary *Obama: Big Horn County (O 78.09, C 20.54 = O + 57.55)
*Clinton: Deer Lodge County (C 58.83, O 38.32 = C + 20.51)
Nebraska Caucus*Obama: Gosper County (O 100.00, C 0.00 = O + 100.00)
*Clinton: Thomas County (C 100.00, O 0.00 = C + 100.00)
Nebraska Primary *Obama: Loup County (O 65.38, C 30.77, Gravel 3.85 = O + 34.61)
*Clinton: Kimball County (C 71.30, O 26.96 = C + 44.34)
Nevada Caucus*Clinton: Lincoln County (C 58.57, O 25.71, E 14.29 = C + 32.86)
*Obama: Esmeralda County (O 62.86, C 25.71, Uncommitted 8.57, E 2.86 = O + 37.15)
New Hampshire Primary *Clinton: Coos County (C 42.30, O 28.69, E 21.61, R 4.67 = C + 13.61)
*Obama: Grafton County (O 45.17, C 31.65, E 15.67, R 4.95 = O + 13.52)
New Jersey Primary *Clinton: Ocean County (C 63.87, O 32.63, E 2.60 = C + 31.24)
*Obama: Essex County (O 56.51, C 42.39 = O + 14.12)
New Mexico Primary *Clinton: Harding County (C 76.70, O 20.39 = C + 56.31)
*Obama: Los Alamos County (O 59.40, C 37.43 = O + 21.97)
New York Primary *Clinton: Jefferson County (C 74.11, O 22.69 = C + 51.42)
*Obama: Tompkins County (O 57.50, C 39.51 = O + 17.99)
North Carolina Primary *Obama: Durham County (O 75.46, C 23.20 = O + 52.26)
*Clinton: Graham County (C 77.36, O 17.73, Uncommitted 3.22 = C + 59.63)
North Dakota Caucus *Although it's not on the site, Hillary won two counties - Towner and Rolette - while Obama won every other county.
Ohio Primary *Clinton: Scioto County (C 81.26, O 16.24, E 2.50 = C + 65.02)
*Obama: Hamilton County (O 63.04, C 36.27 = O + 26.77)
Oklahoma Primary *Clinton: Mayes County (C 69.53, O 17.82, E 9.61 = C + 51.71)
*Obama: Oklahoma County (O 48.19, C 44.18, E 5.56 = O + 4.01)
Oregon Primary*Obama: Benton County (O 69.15, C 30.24 = O + 38.91)
*Clinton: Morrow County (C 60.17, O 36.91, Write-ins 2.92 = C + 23.26)
Pennsylvania Primary*Clinton: Fayette County (C 78.82, O 21.18 = C + 57.64)
*Obama: Philadelphia County (O 65.20, C 34.80 = O + 30.40)
Rhode Island Primary *Clinton: Kent County (C 60.90, O 37.80 = C + 23.10)
*Obama: None
South Carolina Primary *Obama: Marion County (O 72.19, C 14.88, E 12.25 = O + 57.31)
*Clinton: Horry County (C 38.57, O 33.00, E 28.01 = C + 5.57)
*Edwards: Oconee County (E 44.83, C 28.99, O 25.93 = E + 15.84)
South Dakota Primary *Clinton: Grant County (C 69.77, O 30.23 = C + 39.54)
*Obama: Todd County (O 63.09, C 36.91 = O + 26.18)
Tennessee Primary*Clinton: Grundy County (C 85.79, O 7.06, E 5.42 = C + 78.73)
*Obama: Shelby County (O 69.91, C 28.48 = O + 34.90)
Texas Primary*Clinton: Starr County (C 82.63, O 16.32 = C + 66.31)
*Obama: Waller County (O 66.97, C 32.07 = O + 34.90)
Utah Primary*Obama: Rich County (O 66.15, C 21.54, E 7.69, R 3.08 = O + 44.61)
*Clinton: Beaver County (C 54.51, O 32.71, E 10.53 = C + 21.80)
Vermont Primary *Obama: Orange County (O 64.31, C 33.62 = O + 30.69)
*Clinton: None
Virginia Primary *Obama: Petersburg City (O 84.44, C 14.72 = O + 69.72)
*Clinton: Buchanan County (C 89.91, O 9.09 = C + 80.82)
Washington Caucus *Obama: Garfield County (O 100.00, C 0.00 = O + 100.00)
*Clinton: None
Washington Primary *Obama: San Juan County (O 67.20, C 27.51 = O + 39.69)
*Clinton: Cowlitz County (C 55.57, O 40.83 = C + 14.74)
West Virginia Primary *Clinton: Mingo County (C 87.60, O 7.98, E 4.42 = C + 79.62)
*Obama: None
Wisconsin Primary *Obama: Dane County (O 67.50, C 31.26 = O + 36.24)
*Clinton: Douglas County (C 56.32, O 42.03 = C + 14.29)
Wyoming Caucus *Obama: Teton County (O 79.91, C 20.09 = O + 59.82)
*Clinton: Converse County (C 58.20, O 39.34 = C + 18.86)