Counties George W. Bush was the first Republican since 1972 to carry in 2004

(Those that voted for Bush by over 10% are in bold)

Colbert, AL (55.1%-44.3%)
Jackson, AL (56.8%-42.5%)
Lawrence, AL (55.2%-44.0%)

Hot Spring, AR

Huerfano, CO

Peach, GA
McIntosh, GA
Wilkinson, GA

Muhlenberg, KY
Perry, KY
Harlan, KY (60.2%-39.1%)
Letcher, KY
Ballard, KY (57.2%-42.1%)

West Baton Rouge, LA

Iron, MI

Aitkin, MN

Mississippi, MO

Bladen, NC
Tyrrell, NC

Hughes, OK (57.3%-42.7%)
Haskell, OK (55.3%-44.7%)

Cambria, PA
Lawrence, PA
Greene, PA

Robertson, TN (60.5%-39.0%)
Franklin, TN
Warren, TN
Henry, TN (55.7%-43.5%)
Hickman, TN
DeKalb, TN
Cannon, TN

Robertson, TX (55.8%-43.8%)
Newton, TX (55.4%-44.1%)
Morris, TX
Frio, TX

Russell, VA
Caroline, VA
Norton City, VA

Wyoming, WV (57.2%-42.4%)
Lincoln, WV

The number of votes they cast can be found here. They were located in these 16 states, with Al Gore's home state of Tennessee having the most (seven), followed by Kentucky's five. Six states had at least one that voted for Bush by more than 10% in 2004 (and all of these had more than one such county save West Virginia).

In the context of Bush's '04 candidacy being the only major-party candidacy out of the last six elections not to have flipped a county that last voted for its party before 1964 (if Democratic) or 1972 (if Republican), it is worth noting that Nixon carried Robertson County, Texas over McGovern in 1972 by one vote (1,977 to 1,976, or 50.01% to 49.99%). Had McGovern managed to carry it, Bush would have been the first Republican (in 2004) to carry it since 1896. Iron County, Michigan's margin for Nixon in 1972 was also narrow, if less dramatically so (49.2%-47.6%, or a raw vote difference of 118), although its vote for Bush in '04 was also narrow (49.5%-49.4%, or a raw vote difference of nine), such that it's not at all certain it would have voted for Bush if he had been narrowly losing re-election instead of narrowly winning re-election. (If McGovern had managed to carry Iron, MI, Bush would have become the first Republican to carry it in 2004 since 1956.) None of the others voted for Nixon in 1972 by any less than 4%, and, aside from Iron County, only one gave Nixon only a plurality rather than a majority (Ballard, KY, which voted for Nixon 49.9%-45.7%, with John Schmitz capturing 4.14%; had McGovern managed a win in Ballard, that would have made Bush the winner in a county that had never voted Republican before in 2004 [as it was, Bush did become the first Republican to win a majority in the county]).

On the other side, of the counties McCain was the first Republican since before 1972 to carry, George W. Bush lost Perry, TN in 2004 by just 1.8%, and Stewart, TN by the slightly larger margin of 3.3%. Columbia County, Oregon, which had last voted Republican in 1928 but wouldn't fall until 2016, voted for Kerry over Bush by just 2.8%.

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