Most of them did (the biggest share of popular votes) just not quite enough to win the Electoral College.
Either the voting machines were hacked, or she did an abysmal job in outreach... her hiring of David Brock (of Correct the Record) to essentially character-assassinate Sanders supporters might have had something to do with her loss - she won the battle then lost the war.
Then there's Clinton's penchant for insulting large sections of the country every time she opens her mouth (much like Obama). On top of that, the naked prostitution of much of the mainstream media for her campaign. The media has long stopped pretending to be impartial, but this time around they didn't pretend to be anything other than in the tank for Clinton.
Then there's the fact that Clinton simply isn't a likable person. She's old, ill, has a shrill voice and tons of baggage with substantially more coming out every week during the final months of the campaign season with Wikileaks.
These are all things that Obama lacked in 2008 and 2012. There are a lot of lessons for Democrats to learn from this election, but I'm not sure they will learn them. (Ditto the Republicans for that matter.)