NC is the big one. It has left Democrats disappointed every single time at every single level since 2008. Maybe Cooper only winning by the skin of his teeth after being up almost 10 for a year will be the last straw that gets them to direct their investments elsewhere?
I don't think all that many people thought Montana was going the way of Colorado, at least not within 10 years of 2008. That's still plausible in the distant future, but the movement is very slow. Just about everyone (myself included) underestimated Obama's continued reliance on New Deal style working class voters. They were the real driver of the close call in MT in 2008 and of course Clinton basically told them off.
It also looked like California was going to get more competitive after 2000 and especially 2004 and the exact opposite happened, it drifted off the Democratic deep end over the next 3 cycles. I personally think CA has peaked for Dems because a Bernie-flavored agenda will quickly butt up against Silicon Valley, but I am in the minority with that view.
It is also amusing that Dem commentators claimed for years that they need a social moderate/fiscal liberal candidate to make Texas closer and then they get the closest presidential result in 20 years when they run the exact opposite.
In general, the state trends that matter are abrupt- big trends over 1 or 2 cycles. It's tough to sustain a slow, constant drift. The best example of the latter in recent times is PA. However, keep in mind that neighboring Ohio actually trended toward Obama in 2012.
But they didn't do that.
Hillary was not an economic moderate by any means.