Conversely, is there a list of the most sparsely populated/rural counties that are Democratic? I realize it could be a lot more time consuming, but many rural counties don't vote Democratic.
There'll be a considerable number, actually. Southern black belt, western hispanic and/or Native American majorities. Native American counties in the midwest, a number of traditionally Democratic counties in the upper Midwest (primarily Wi, IA and MN, plus a couple in the UP), Hawaiian counties other than Oahu, plus a number of mostly western ski resort counties.
Don't forget New England. Vermont, Maine and Western Massachusetts are fairly rural and they all went for Obama in fact in Vermont and Western Massachusetts, Obama got close to 75% in some very white and rural counties. Also upstate New York had several blue counties although it seems you have an East/West split with the Eastern half of the upstate starting vote more like New England while rural Western New York is more like the Midwest and rural Pennsylvania in terms of voting patterns. Also I would the coastal sections in Washington, Northern Oregon, and Northern California as Obama won many largely rural coastal counties.