Yes, Massachusetts! Just as the Dems do best running Southerners, the GOP needs a Northerner. Look at the 2004 electoral map. The South is solid Red, and isn't going to go Blue for Hillary. A candidate who has proven he can appeal to Northerners is exactly what the GOP needs in 2008. Romney has MI ties and put that state in play. So too with NH, MN, IA, PA, OH etc.
Romney has the potential to bust the GOP out of the 50-50 Blue-Red divide that was the best that Texan GWB had managed to perform. Romney's Blue-tinged State appeal is one of the many reasons the Dems fear him most.
These are the 2004 votes. The states are shaded according to the strength of each party's support. The states are sized according to their population.