The resentment more-or-less at the early states for their favored position which motored the rush of states forward then created the Democrats' mess in 2008 somehow doesn't translate into a tendency of later states to embrace alternate candidates. I've offered armchair analysis that NH tends to vote for a different candidate than IA as a means of protecting their own role as kingmaker. After all, if NH follows IA kneejerk, it's much less important. But then why wouldn't later states, childishly perhaps, do the same thing- that is, vote against early winners?
Don't confuse issues that state legislators care about with issues that ordinary voters care about. Every governor and every state legislator in the country would love to get the kind of attention from presidential candidates and the media that's lavished on the early primary states. Every governor would love to play the kingmaker role that Charlie Crist played in 2008, with his endorsement of McCain.
But most voters outside of IA, NH, and maybe SC are probably barely aware that there even is a controversy over the order of primary states, let alone hold a strong opinion on it. For most, it would probably take some explaining to get them to see why it's even important. It's just not something that's on the average voter's radar.
As for the general question of why people vote for the frontrunners who were crowned in the early states, this is a good read:
http://www.slate.com/id/2095993/