I would say just to make a statement. It's not like they think they can win.
Paul R. LePage Republican 218,065 38.07%
Eliot R. Cutler Independent 208,270 36.36%
John Hickenlooper Democratic 912,005 51.01%
Tom Tancredo American Const. 651,232 36.43%
Dan Maes Republican 199,034 11.13%
Lincoln D. Chafee Independent 123,571 36.10%
John F. Robitaille Republican 114,911 33.57%
Lowell P. WeickerA Connecticut Party 40.36%
John G. Rowland Republican 37.49%
Owens Democrat 48.3%
Hoffman Conservative 46.0%
and here is an oldy but a goody
James Buchanan Democratic 45.29%
John Fremont Republican 33.09%
Just to name a few
A lot of these, however, had already established themselves under one of the major parties. Tancredo had been a Republican congressman before running for governor, and Chafee and Weicker had been Republican senators. Pure independents - those who have never held office as a Democrat or Republican - perform well much less frequently.