There are blue enclaves in Texas and Arizona. All of the major metros in Texas are, at their most conservative, still pretty moderate. Dallas, Houston, Austin, San Antonio, and El Paso were all won by Obama in the last election, with El Paso and Austin being won by pretty considerable margins (>60% of the vote). In AZ, Tucson and Flagstaff are both pretty liberal. No idea about NC, but judging by the last election, there are at least a few counties that voted for Obama.

Now, granted, outside of the major metro areas, things get more conservative, but if you're comparing it to CA, I'm guessing you haven't spent much time in the central valley.