It has been a mystery to me too. Even in 92 Clinton won every state around Inidana but still lost it. He also won states like Tennessee, Georgia, Montana, and Arkansas. I do know that at one point during the early 20th century there was more support for the KKK in Indiana than in any part of the south. As far as having major cities, that does seem to be a trend. That rural areas tend to be more republican than urban areas. But then how do you explain Vermont, where there aren't any major cities, most of the population is fighting development, there are no Mcdonalds' or Wal-Marts, and Bernie Sanders is one of their Senators.
Vermont has a lot of people who moved in from surrounding states that were basically urban. I'd also guess it's fairly saturated by MA and NY. It actually grew rather substantially in the last half of the 20th Century after 1960. Also Burlington and some the lower counties is where the trend to Democrats began, so it possibly an urban thing.
