The Pew Research Center Elections & Campaigns has current reports on campaigns and past reports for different years, such as reports on voter turn-out.
The National Journal Policy Central has a biannual publication called the Almanac of American Politics that profiles states and their demographic and political climate back to 1998 online and in print in the Stacks back to 1972.
The U.S. Census Bureau has demographic profiles
Political Maps has graphics for elections and primaries. See also: Dave Leip's Atlas of U.S. Presidential Elections for primary results in maps back to 2000.
The Federal Election Commission has a nice map of the relative size of states in term of contributions to candidates.