I would imagine a lot of the disapproval brewing in VT (where he lost approval compared to '09 more than any other state) is coming from the left, but it's probably experiencing an effect like NH and ME have to a lesser extent, with above-average movement toward the Reps. The libertarianish history of these states likely clashed with Obama's big government policies.
I find it interesting that MS is the state where Obama's approval deteriorated the least; I'd imagine this is because he is a love-hate figure among the electorate there and there weren't many people he could turn off his administration. You can see where states like CO, TX, and NM are likely trending Dem. Interestingly, WI had below average depreciation in Obama's approval but was almost in the top 5 states in terms of change in party ID.