Did New Hampshire's independents outsmart themselves, believing that McCain needed them more than Obama did, and thus deciding to vote Republican in greater-than-expected numbers... producing a McCain landslide and a Clinton-Obama squeaker?
P.S. Or maybe it's Diebold's fault.
Actually, though, Hillary didn't win. She tied Obama, 9-9, in the delegate count.
UPDATE 2: In comments, Jim Hu links to his analysis of the numbers, which suggests that my "independents outsmarted themselves" hypothesis doesn't fit the data. The key point is that the polls actually got Obama's percentage total about right. They just badly lowballed Clinton's total. From Real Clear Politics, you can see that Obama was expected to finish in the 35% to 40% range, and that's exactly where he was: 37%. But Clinton was expected to get around 30%, and instead she got almost 40%! The logical conclusion seems to be not that Obama's supporters voted in the wrong primary, but that Clinton overwhelmingly won the undecideds.