With the exception of AR, the polls cited show Hillary usually doing poorly (e.g. KY) or middling (IN & MO) against McCain in the McCain states you mentioned (the only WV poll showed her 5 points up in Feb, fwiw). By contrast, she was regularly and consistently losing most of the Obama states mentioned (see NC, VA, CO, IA, WI).
A lot of those polls you allude to already looked outdated by April/May (if there had been a later WV poll, I would've included it). McCain - especially in blue-leaning states - was quite strong early in the cycle; he led Clinton and tied Obama in winter polls of Oregon, for instance. That's kinda the point I was making with the economy - there are things that would have lifted Clinton's numbers in the Obama states she was losing (namely the recession) but what was going to lift McCain in KY, WV, AR, MO? Aside from AR, even Obama's showing in those states was halfway respectable: he nearly won MO and despite "racist Appalachians" basically held water with Kerry in the other two.
Now, Clinton was hardly certain to carry any of those states. But was McCain, in the teeth of a financial collapse, really going to win VA? A state that had been trending Dem at nearly all levels for several consecutive elections?
Like I said before, I don't know if Hillary would have targeted IN. But her three-point lead in Survey USA's last
poll of the state was actually superior to Obama's one-point margin, identical to what he mustered that fall. (In May
SUSA also had Clinton stronger in NC.)
I think once you get out of the Upper Midwest, as well as Colorado, the idea that Obama had a special hold on the electorate is hard to sustain. A lot of '08 was simply a national anti-Bush, anti-recession wave that got pushed back around the Mason/Dixon line for obvious reasons. (Certain states exempted, of course.)