NH's swings are a bit exaggerated by it being relatively politically homogenous. For instance, Obama won all ten counties despite winning by 10 points, but in states he won by similar or greater margins (e.g NV, NM), he still lost significant numbers of counties. Thus, relatively small popular vote swings may have caused the large swings in the legislature.
True, but his approval rating is also incredibly bad in New Hampshire, while he is still doing somewhat well in Nevada and New Mexico. In Virginia he also does much better in head to head matchups than in New Hampshire.