I don't know why I didn't examine this until now, but the Green Papers has the record of all the state delegate votes cast at the Democratic National Convention, at least until Hillary Clinton proposed suspending the roll call and nominating Obama by acclamation. In the scatterplot below, I compare Clinton's share of the Obama + Clinton pledged delegates leading up to the convention with her share of actual floor votes cast by state. The diagonal line is the baseline for Clinton's delegate support. If a state is above the line, she got a larger percentage of the delegate vote than her share of pledged supporters in that state.
Alaska, in fact, was the only state in which Clinton got more than her expected share of supporters. Everywhere else, she lost supporters, although the degree to which her supporters defected varied substantially by state. Colorado's Clinton-pledged delegates largely stayed with her; 15 of the state's 19 Clinton-pledged delegates cast a vote for her. She lost all of her supporters in places like Arkansas, New Jersey, and American Samoa. I'm frankly curious as to why so many delegates would stick with her in places like Colorado, Connecticut, and Guam, when they'd abandon her elsewhere.