This analysis of the 2004 election by Alan Abramowitz is interesting, but there's one point I have to quibble with:
The fact that George Bush did significantly better than expected in the three states most affected by September 11th suggests that the Republican strategy of emphasizing the continuing threat of terrorism and the President’s strong leadership in the war on terrorism was somewhat effective. Although George Bush lost all three of these states by wide margins,Psst, sir, the Pentagon is in Virginia. I know, I've seen it.