Rudy Giuliani and Fred Thompson lost their home states in 2008. Ron Paul lost Texas, and I believe both Rick Perry and Ron Paul will not win Texas in 2012. Romney barely got a majority of Massachuttes Republicans to support him for President in 2008, he won 51% of MA primary voters. In 2004, Kuncinich lost Ohio, Wesley Clark lost Arkansas, Dick Gephart lost Missouri, and so on. In 2000, Alan Keyes lost Maryland, Orrin Hatch lost Utah, and Steve Forbes & Bill Bradley lost their home state of New Jersey.
Illinois got a chance to weigh in the nominee in 2008 because our primary was held on Super Tuesday, early in February. But when Illinois has voted in late March, the nominee is almost always choosen before our state votes. In 2000, I believe McCain had "suspended" his campaign before Illinois voted... Keyes was still running but Bush was way ahead in delegates and the presumed nominee. In 1996, I believe everyone had dropped out besides Dole and Buchanan by the time Illinois voted. In 1992, the choices in the Democrat primary were down to Clinton, Tsongus, and Brown by the time Illinois voted, and Tsongus dropped out shortly afterwards. In 1988, I think Bush, Dole, and Robertson were still running by the time Illinois voted, but Bush was already the front runner by a wide margin of delegates and presumed to be the nominee. And so on and so forth.
Can't see a scenario where a multitude of candidates win delegates in the early primary states. In 2008, people thought we could end up with a deadlocked convention where Huckabee won Iowa, McCain won New Hampshire, Romney won Michigan, Ron Paul won Nevada, Fred Thompson won South Carolina, and Giuliani won Florida. Instead, only McCain, Huckabee, and Romney won any states.
Rudy Giuliani dropped out before the New York primary. That primary was in Feb., and he dropped out in Jan.