Being from Tennessee I know we have gone in the winners column 21 of the last 23 elections, so I feel it is a good bellweather state. The only times it hasn't been carried by the winner since Williams Jennings Bryan last carried it was 1924 (John Davis) and 1960 (Richard Nixon). I felt is was under stated in 2000 that if Al Gore had carried his home state of TN it wouldn't have matted who carried Florida, he would be President. I know in the past some candidates have not carried their home state but usually in an election where they were whipped badly (i.e., McGovern, Alf Landon). I don't think there is any other time when the home state denied the favorite son the presidency.
Grover Cleveland lost the presidency by losing his homestate of New York in 1888, if memory serves. (And like Gore, he won the popular vote!)