The only ones outside the Sun Belt:
5. Pittsburgh
7. Cincinnati
8. Kansas City
10. Indianapolis
13. Louisville?
20. Omaha?
22. Dayton
24. Grand Rapids
37. Harrisburg
41. Lancaster
Louisville and Omaha are borderline cases.
What makes these areas conservative? Pittsburgh is the Coal Belt moving to the right.
Cincinnati is a heavily german, ancestrally republican area. There's also a large socon population.
The Kansas City MSA takes in a lot of rural areas that are probably very socon. There also isn't a Lincoln Park or Greenwich Village to balance it out.
Indianapolis has always been a republican metro area. It's a very white collar metro area and the type of people who populated Chicago or Detroit (from southern and eastern Europe) never came to Indy.
The city of Louisville itself is democratic, but everything else is conservative. See Kansas City.
I don't see how Omaha is borderline. It's clearly not southern by any definition. Omaha is further west and the further west (or south) in the midwest you go, the more GOP it gets. Omaha is on the great plains and there is a large conservative catholic population if I recall. It's not a terribly big metro area so it doesn't attract the type of people who live in Chicago, NY, LA etc.
Dayton also has a large socon catholic population. It is the most labor heavy area of SW Ohio, but there is a lot of ruby red suburban turf in the Kettering area.
Grand Rapids is the dutch.
Harrisburg is a small sized metro area and those type of areas tend to be conservative.
In Lancaster, its the Pennsylvania dutch.
In the case of Pittsburgh as mentioned below much of that has more to do with the surrounding areas that make up the metro. They are fairly white too and I suspect the Democrat strength historically had more to do with labour unions being strong which is less the case today.
Iowa, Minnesota, and Wisconsin had big German communities, so I think that has less to do with it today, maybe historically (although most of German descent probably voted Republican simply because they are white, tend to be more rural, and more Protestant than Catholic although I suspect amongst those of German descent it was by religion, i.e. Evangelical Protestants massively Republican, Catholics and Mainline Protestants slightly Republican, while no religion heavily Democrat) and more to do with its geographic location. Cincinnati is not part of the Rust Belt and is semi-southern. Lets remember the North vs. South divide is not a solid line on the map but rather it gets more conservative as one heads southward.
Kansas City is probably because of how rural it is and also in the Northeast and Great Lakes, the population density is much higher so even rural areas are quite different than in the middle parts of the country. Pretty much every county in the Northeast and Great Lakes metro area has at least 200 people/per square mile and in most cases it is over 400 people/square mile in the most outerly least dense counties, whereas in the Middle parts of the country pretty much every county beyond the built up areas or partially built up areas has under 100 people/square mile. If you mapped things on population density basis you would probably say the Republican victories were bigger in the lower density rural counties than higher density ones.
Indianapolis itself, while historically Republican, actually went fairly solidy for Obama although the surrounding counties went heavily Republican as the central part of the state is generally where the Republicans are strongest. If you took just the built up areas I suspect Obama would have carried the Indianapolis metro.
Omaha is in the middle of country and lacks the transient population like you have in Denver and Las Vegas so no real surprise. Its a slightly larger version of Topeka, Kansas which also went Republican.
Louisville - Itself actually went Democrat, but has more to do with pretty much all the surrounding areas are staunchly GOP thus pretty much any metro area south of the Ohio River will go GOP unless it has a really large minority population like Memphis.
Dayton - If you look at just the raw numbers of the metro areas makes perfect sense as Toledo and Cleveland went solidly Democrat, Columbus only narrowly went for Obama while Cincinnati is even more Republican. In Illinois, Indiana, and Ohio the further south you go the more favourable things are for the Republicans.
Harrisburg - Pretty small city itself and the metro is rather the collection of many communities some which are very conservative. In fact I believe in the past few elections the GOP has gotten under 10% in Harrisburg proper although I also believe it is around 50% African-American and has a large Latino community which most of the surrounding ones lack.
Grand Rapids - As mentioned a large Dutch Reformed community and the Dutch Reformed church is a very conservative one. While it is true most areas with large numbers of people of Dutch ancestry vote heavily GOP, this has more to do with religion than ancestry. In Wisconsin where the Dutch are mostly Catholic it is a lot more competitive with only a slight GOP advantage as is generally the case amongst White Catholics.
Lancaster - Like Harrisburg not a large city and rather a collection of many towns in close proximity, many which are very conservative. The Pennsylvania Dutch are mostly Amish and although I am sure those who do vote, vote heavily GOP, not sure that voter turnout amongst this group is that high.