I looked it up. McGovern lost SD to Nixon in 1972, Nixon lost NY in 1968 (but how much of a NYer was he, I don't know if that counts), Adlai Stevenson lost Illinois to Eisenhower in both 1952 and 1956, Dewey lost NY to Roosevelt in 1944 (but someone had to lose, both he and Roosevelt were from NY), same with Wilkie (both NY) in 1940, Landon lost KS to Roosevelt in 1936, Hoover lost CA to Roosevelt in 1932, Smith lost NY to Hoover in 1928, Davis lost WV to Hoover in 1924, Cox lost OH to Harding in 1920 (but again, they were both from Ohio), Wilson NJ in 1916 to Hughes, Teddy Roosevelt NY to Wilson in 1912, Parker lost NY to T. Roosevelt in 1908 (again both from NY), Willian Jennings Brian lost Nebraska to McKinley.
I think I'll stop at the turn of the century.
So it is not that unusual but lots of times both candidates were from the same state.
However, in this century at least, Wilson and Nixon have the distinction of being the only candidates ever to lose their home state and yet win the election. And as I said, I think a lot of people considered Nixon a Californian so I would really give that "honor" only to Wilson.
Wilson won NJ in 1912; perhaps he lost it to Hughes in 1916. When Wilson became governor of NJ, the faculty of Princeton were the happiest people in the nation for a while. They could not wait to get the stiff-necked know-it-all out of the university!
Nixon was politically a Californian.