Midwest states Romney won
Indiana
Missouri
North Dakota
South Dakota
Nebraska
Kansas
States Obama won
Ohio
Michigan
Wisconsin
Illinois
Minnesota
Iowa
Those struck out are Great Plains states, hardly ever considered part of the Midwest. And they weren't even contested in 2008 or 2012. Or 2004. Or 2000...
I don't know what region Missouri would be considered part of, I don't think Midwest, but it's as good of a categorization as any. But it wasn't contested in 2012. And I think only barely thought of in 2008.
Indiana was a true surprise in 2008, not many saw that coming, not even the presidential campaigns. But it was back to deep red and uncontested in 2012. But yes, this is the one Midwestern state that you can say a Republican presidential nominee has won.