Some of the states Romney was hoping to carry went to Mike Huckabee instead. There is still, however, plenty of optimism among Romney supporters.
A couple of days ago a team from Massachusetts lost the Super Bowl, on Tuesday a governor from Massachusetts did not do so well in his bid for the Republican nomination for president.
Romney did have wins in Massachusetts, Utah, North Dakota, Montana and Minnesota, but not California, despite polls that showed he might have a chance there.
His race for number one seems more like a race for number two now with Governor Mike Huckabee. Romney says he is still in the race and still a candidate.
"When it comes time to think about how our economy is going to build great jobs for our kids and their kids and maintain the great military we have for economic strength, I think it's important to have a president who's actually had a job in the private sector," said Romney.
Romney has spent $35 million of his own money on the campaign, traveled 300,000 miles since the first of the year and 19,000 miles this week alone.
Exit polls from the Associated Press show he did lead with Republicans who cared about immigration, but he did not fare so well with those who cared about the war or the economy. The latter might be an extra blow considering he's running on his business expertise, among other issues.