This now has all the election information in it I could find for those 10 states, and a little analysis write-up after the table. California is unique in that it is the only strongly Democrat state at both the state and federal levels. New York leans very, very slightly to the Dems at the state level, and has the second largest deficit on the list. That does make for somewhat of a difficult coincidence for Democrats to explain.
North Carolina is an oddball state for being staunchly Republican at the federal level and staunchly Democrat at the state level. It's not really a swing state, but rather a state with rigidly divided loyalties. Illinois shows the reverse of this: Blue at the federal level, but Red at the state level.
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edit: fixed link]