Basically one reason, mentioned earlier in the thread, is that a lot of NH voters were on the fence about voting for Obama or McCain (hard to believe now), and independents are allowed to show up at the polls and choose which primary to participate in. Polls show Obama easily winning and McCain barely ahead of Romney = these voters vote for McCain. Romney actually won registered Republicans.
I think that's exactly it. The independents liked both Obama and McCain and wanted them both to win their respective primaries. Polls showing that Obama was going to win easily, but McCain was struggling and would probably either just lose or just win suggested that they didn't need to help Obama win but did need to help McCain win. They turned out strongly for McCain, to Obama's detriment.