Even the losing major party candidates going back to the 1st presidential election were all born in the United States. The only asterisk would be John McCain born in the U.S. Panama Canal Zone.
I think McCain was clearly born into full and unencumbered allegiance to the United States and nobody else. It is interesting that we have had three elections in a row where this has been an issue however and it seems as if the issue is becoming more of a pattern, a pattern of usurpation of our sovereignty.
IIRC, Goldwater was born in a US territory that later became Arizona. Also, old-man Romney was born in Mexico.