Well...Obama was arguably very close in North Dakota and Montana. Nebraska...yeah. I go with that. He was probably pretty popular in non-southern rural areas until he was pinned as being too urban for rural areas, but not too urban for the suburbs.
That's how Obama could win NE-02 (Greater Omaha), lose NE-01 (eastern Nebraska other than Greater Omaha, which includes Lincoln) about 55-45, and lose NE-03 by about a 70-30 margin. Greater Omaha isn't that much different from Kansas City, Des Moines, or the Quad Cities, all of which went firmly for Obama. Lancaster County (which includes Lincoln) went for Obama, likely because of the large University of Nebraska. But the University of Nebraska isn't quite as large as is the University of Michigan system, and aside from Lincoln, NE-01 is quite rural.
I made many predictions suggesting that Obama would win NE-02 because Omaha is what it is, although it would be closer because of the large Air Force presence (SAC) that would make it less liberal than, say, Kansas City. Because eastern Nebraska (NE-02) is indistinguishable from Iowa I figured that it would be much like the more rural parts of Iowa and would be at most 10 points away. Western Nebraska? The last electoral vote that Obama would ever get -- after Utah, Idaho, and Wyoming.