Jeanne Shaheen is the odd one out in these contentious races - she's still fairly popular with voters. Is the closeness just because New Hampshire is crazy?
New Hampshire is a swing state, so I'm not at all surprised that the race is close. If Shaheen does hold on, it will not be because she's effectively represented NH - I highly doubt that the people of NH want her to vote with Obama 99% of the time as she does. It's just that Scott Brown, despite being ideologically fit for new Hampshire, isn't able to shake off the carpetbagger/opportunistic narrative, or get past the general negative feelings that people in NH have about politicians from "Taxachusetts".
With Gregg, Bass, or even Sununu, this would be at least Lean R.