O~H~I~O
If, as the polls seem to lean now, Virginia and Colorado fall (257EV) then not winning Ohio leaves only one really solid-ish chance in my mind, Win Wisconsin and New Hampshire.
Josh Jordan over at NRO has a good blog post about the Ohio numbers - he thinks the early voting is skewing the “likely voter” screen, because the internals tell a different story than the top line number. He is of the opinion that Romney could comfortably win Ohio without the polls ever showing him with a significant (or any) lead.