In six of the nine (Maine, Michigan, New Mexico, Oregon, Pennsylvania and Wisconsin), you'd have to say that part of the reason for the Republican advantage is the unpopularity of the governor who is leaving office. In the others (Oklahoma, Tennessee and Wyoming) the departing Democratic governor is popular, but the national Democratic Party isn't.
A new ad from New Mexico Republican Susana Martinez is a 30-second illustration of how G.O.P. aspirants are linking Democratic candidates to unpopular Democratic governors. It doesn't refer to a Bill Richardson-Diane Denish administration, but actually acts as though they are almost one person: Richardson Denish. Here's the ad: