YES, YOU CAN LOSE STATES IN PRIMARY SEASON AND WIN THEM IN NOVEMBER
In today's New York Times, Patrick Healy does a fairly good job of debunking the notion that primary losses equal fall electoral losses.
But I want to add to that a bit of recent electoral history. The last time a candidate actually won a presidential election after a protracted nomination contest was 1976. The map of Democratic primary results is here, and the map of general election results is here. Here's the list of states Carter lost in the primaries and won in the general election:
New York -- 41 electoral votes
Massachusetts -- 14 electoral votes
Maryland -- 10 electoral votes
Minnesota -- 10 electoral votes
Alabama -- 9 electoral votes
South Carolina -- 8 electoral votes
Mississippi -- 7 electoral votes
West Virginia -- 6 electoral votes
Hawaii -- 4 electoral votes
Those states gave Carter 109 electoral votes. He won by 57.
In The New York Observer a while back, Steve Kornacki discussed this. Some of what happened to Carter sounds rather similar to what's happening to Obama now:
...[Carter's] worst moments of the '76 primary campaign came not at the beginning, when he was largely unknown, but toward the end, when the likelihood of his nomination became apparent. In the spring, two new candidates -- Idaho's Frank Church and California's [Jerry] Brown -- suddenly jumped in the race. And they started winning. Church took Nebraska in early May, then Montana, Idaho and Oregon. Brown grabbed Maryland, then Nevada, California, New Jersey and Rhode Island ("uncommitted" slates aligned with Brown actually won the latter two). When the primary process concluded in early June, it was obvious that there were widespread concerns with Carter among Democrats.
And yet Carter won in the fall, too. His race with Gerald Ford turned into a squeaker, but that had more to do with Carter's general-election miscues than with lingering bitterness from the primary season. After the Democratic convention in New York, Carter opened a 33-point lead over Ford. There weren't many people talking about Frank Church and Jerry Brown then.
So there's no hard-and-fast link between primary results and results in November.