Riding a tide of discontent over high unemployment, Democrats last night swept four Midwestern governorships now held by Republicans, sending a clear message to the Reagan administration from the nation's heartland.

In races each described as a referendum on Reaganomics, Richard F. Celeste was elected in Ohio, Rudy Perpich in Minnesota and Anthony S. Earl in Wisconsin, all by margins of 20 percent or more. Rep. James J. Blanchard was elected by a narrow margin in Michigan. Each replaces a moderate Republican who didn't seek reelection.

The victories dealt a crippling blow to the GOP's power base in the Midwest, where Republicans now occupy the governors' mansions in 11 of 12 states. With returns incomplete, only one GOP incumbent in the region -- South Dakota Gov. William J. Janklow -- had definitely survived the onslaught.

Illinois Gov. James R. Thompson was fighting for his political life against former Sen. Adlai E. Stevenson 3d, and Nebraska Gov. Charles Thone (R) was trailing Bob Kerrey, a Vietnam Medal of Honor winner.

In Iowa, Democrat Roxanne Conlin, a former U.S. attorney seeking to become the first woman governor in the state's history, was losing to Lt. Gov. Terry Branstad in another close race. Kansas Gov. John Carlin, regarded as one of the most vulnerable Democratic incumbents, was reelected.

Democrats were also beating incumbent Republicans in a series of House races in hard-pressed industrial areas. In incomplete returns, Reps. Harold S. Sawyer (R-Mich.), Jim Dunn (R-Mich.) and Ed Weber (R-Ohio) were trailing Democratic challengers. In Illinois, House Minority Leader Robert H. Michel, after a tense battle with G. Douglas Stephens, a young union attorney, claimed victory after midnight with about three-quarters of the vote in.

With 14 races still undecided, Democrats had captured 57 House seats in the region and Republicans, 42. Republicans previously held a 63-58 margin in the Midwest.

But in Senate races Republican and Democratic incumbents withstood challenges. Democratic Sens. Howard M. Metzenbaum (Ohio), Donald W. Reigle Jr. (Mich.), William Proxmire (Wis.), Quentin N. Burdick (N.D.) and Edward Zorinsky (Neb.) all easily won reelection, as did Republican Sen. Richard G. Lugar of Indiana.

In the region's tightest Senate contests, Sen. David Durenberger (R-Minn.) scraped by Mark Dayton, a liberal department store heir who spent $5.5 million of his own money during the campaign, and Sen. John C. Danforth (R-Mo.) narrowly won in a pitched battle with state Sen. Harriett Woods, outfinanced at least 3 to 1.

Democrats had long looked at the Midwest governors' offices as a place to score major victories. Nine Midwestern governors' seats were up yesterday, eight of which were held by Republicans.

Jobs were the key issue in each of the races where Democrats beat Republicans. In Ohio, Celeste, a former Peace Corps director, was successful in his attempts to portray Republican Rep. Clarence J. Brown as "Ronald Reagan's biggest Ohio cheerleader."

In Minnesota, Perpich, a former appointed governor defeated in 1978, predicted that his election signaled a rebirth of the Democratic-Farmer-Labor Party. In Michigan, Blanchard, best known as the author of the Chrysler bailout program, defeated Richard H. Headlee, an insurance executive who campaigned as a staunch supporter of Reagan's economic policies. Each state has a dramatically high unemployment rate. ILLINOIS

Gov. Thompson (R), considered a safe incumbent, was locked in a surprisingly close race with former Sen. Stevenson (D), based on network exit polls. Stevenson was up 53-47 percent with 72 percent of the vote counted, but NBC predicted a Thompson victory.

Meanwhile, economic hard times in Illinois, where the unemployment rate is 12.5 percent, placed three Republican House members in jeopardy.

Thompson had been in serious trouble early in the summer, but it had been thought that he had rebounded, capitalizing on his flair for personal campaigning and the mistakes of his widely known opponent.

The most significant contest in the state was the bid by Democrat Stephens, a 31-year-old lawyer, to defeat House Minority Leader Michel. Stephens attacked Michel for his key role in winning passage of the Reagan economic program and for his initial support (later withdrawn) of sanctions against supplying material for the Soviet pipeline.

Rep. Paul Findley (R), whose criticism of Israel has made him controversial for years, faced a strong challenge in his bid for a 12th term from lawyer Richard J. Durbin (D). The Democratic challenger held a tenacious lead through the night.

Rep. Daniel B. Crane (R) held a slight advantage into the morning hours in his contest with John Gwinn, a Champaign lawyer, but the contest was close.

The one Democratic incumbent with a fight was Rep. Sidney R. Yates (D), whose district moved farther into the Chicago suburbs. He turned back a stiff challenge from Catherine Bertini (R), a corporate public relations official with strong business backing.

There has been a tough, ideological battle for an open Illinois seat between Kenneth G. McMillan (R), a sheep rancher strongly backed by right-wing groups, and Lane Evans, a poverty lawyer with union support. Late returns favored Evans. INDIANA

Rep. John Hiler (R), who won nationwide attention by defeating House Democratic whip John Brademas in 1980, narrowly escaped an upset in the race in his unemployment-plagued district. With 94 percent of the vote in, Hiler, a self-proclaimed "Reagan robot," held a mere 3,000-vote lead over Richard C. Bodine (D).

Sen. Lugar (R) easily defeated Rep. Floyd Fithian (D), who had struggled to turn the contest into a referendum on President Reagan's policies.

Lugar, with a 5-to-1 edge in money, stressed his support of the Chrysler bailout bill and his sponsorship of housing legislation vetoed by Reagan.

On the House side, Rep. Philip R. Sharp (D) defeated Ralph W. Van Natta (R), a former mayor of Shelbyville in a district designed by the Republican legislature to favor a GOP candidate.

Rep. Joel Deckard (R) lost a neck-and-neck contest with Blomington Mayor Francis S. McCloskey (D). IOWA

Lt. Gov. Branstad (R), running with the help of popular Gov. Robert Ray, ended Conlin's hopes of becoming the state's first woman governor.

Conlin, 38, a tough-talking former U.S. attorney, looked like a sure bet to win earlier this year, but her campaign apparently was never able to overcome the disclosure that she and her real estate-developer husband had not paid any state income tax in 1981 despite a net worth of $2.2 million.

Relying on widespread support from feminist groups, Conlin staged a comeback late in the campaign as the tax issue faded, but she was underfinanced and had difficulty appearing as knowledgeable about the operation of state government as Branstad, who drew strong support from rural areas.

In another race with national overtones, Rep. Cooper Evans (R) was leading Black Hawk County Supervisor Lynn G. Cutler, national vice chairman of the Democratic Party.

The race was a rematch of 1980, when Evans barely won.

In early returns, incumbents were leading in the state's other five House races. KANSAS

Gov. Carlin (D) won reelection, despite charges that he had reneged on a 1978 campaign promise to support death penalty legislation. He built up support with a pledge to establish a gas and oil severance tax and defeated Sam Hardage (R), a Wichita real estate developer.

State Rep. Jim Slattery (D) won an unexpectedly easy victory over Morris Kay, former head of the state Republican Party, for the state's only open House seat. Three Republican incumbents and one Democrat won reelection, giving the GOP a 3-to-2, rather than 4-to-1, edge in Kansas. MICHIGAN

In a tight governor's race, moderate-liberal Rep. Blanchard (D), 40, defeated conservative insurance executive Headlee (R), 52. Blanchard was best known as sponsor of the Chrysler bailout bill. His victory gives the governor's office to a party that has not controlled it in 20 years.

Blanchard courted both labor and business with a mix of government and private initiatives to generate jobs in this recession-wracked state. Headlee, who split the GOP by beating the candidate handpicked by retiring Gov. William G. Milliken (R) in the primary, strongly opposed government spending, offering a private-sector approach to job production. He also opposed abortion and has made statements that inflamed supporters of equal rights for women.

The aggressive Sen. Riegle (D), 44, romped to a second term over former Rep. Philip E. Ruppe (R), 56. The final margin was expected to be wide.

Riegle's coattails also seemed to be aiding the Democrat in a close House race--a rematch in which ex-Rep. Bob Carr (D), 39, took a wide early lead over freshman Rep. Jim Dunn (R), 39, in a district redrawn to include the hard-hit Democratic enclave of Pontiac. In Grand Rapids, Rep. Harold S. Sawyer (R), 62, was considered to have a better chance of fending off a challenge by state Sen. Stephen V. Monsma (D), 46. MINNESOTA

The Democratic-Farmer-Labor Party, stricken in 1978, appeared to be on the verge of a comeback, as the party regained the governorship and threatened to take control of the House delegation.

In addition, multimillionaire Dayton, the DFL candidate for Senate, turned a seemingly futile bid to defeat Sen. Durenberger (R) into a horse race, finally losing by a nose.

Democrat Perpich, who was ousted from the governorship in the 1978 "Minnesota Massacre," reclaimed that office from Republican Gov. Albert Quie, who did not run for reelection. Perpich's Republican opponent was Wheelock Whitney, an investment banker.

The GOP's 5-to-3 edge in House seats was threatened by serious challenges to three Republican incumbents:

State Sen. Timothy J. Penny (D), 30, waged a far stronger battle than expected against Rep. Tom Hagedorn (R), a vocal supporter of President Reagan. Preliminary returns showed the two with nearly identical vote counts.

Rep. Arlen Erdahl (R), who was redistricted into unfamiliar territory, lost his second challenge from state Sen. Gerry Sikorski (D). Sikorski capitalized on Erdahl's unfamiliarity with the largely suburban district.

Many observers felt the Democrats' strongest chance was for the seat of Rep. Arlan Stangeland (R). Former state Rep. Gene Wenstrom (D) was making his third bid to defeat the GOP incumbent in a northwestern rural district, and early vote tallies showed the race a virtual dead heat. MISSOURI

In one of the most dramatic and bitter contests in the country, state Sen. Woods (D), 55, surged from way behind to a photo finish with first-term Sen. Danforth (R), 46.

The stunned Danforth had mounted a last-minute counterattack that saved him for a second term, painting his opponent's views as "radical" and "crazy." The heir to the Ralston-Purina fortune and Episcopal minister-cum-lawyer, Danforth campaigned on the theme that the country could not afford a "U-turn" back to Democratic tax-and-spend policies.

While aggressively courting conservative as well as liberal Democratic support, Woods hit Danforth at every opportunity for his support of Reaganomics.

In a House race between two popular incumbents, pitted against each other by redistricting in the Kansas City area, Ike Skelton (D), 50, was leading Wendell Bailey (R), 42, in early returns. In Kansas City, state Rep. Alan Wheat (D), 30, a black, was favored over state Rep. John A. Sharp (R), 38, to succeed retiring Rep. Richard Bolling (D). Freshman Rep. Bill Emerson (R), 44, was trailing state Rep. Jerry Ford (D), 39, in the normally Democratic southeastern part of the state. NORTH DAKOTA

Despite a lackluster legislative career and potential vulnerability because of his age, Sen. Burdick (D), 74, won a fourth term. Gene Knorr (R), a virtual unknown in the state, put on an energetic campaign to win the GOP nomination, but his general election campaign never got off the ground after publicity about his background as a Washington tax lobbyist. North Dakota's only U.S. representative, Democrat Byron L. Dorgan, seemed assured of reelection.

Burdick defused a negative campaign by the National Conservative Political Action Committee, which gave up its attempt to persuade voters that Burdick is "too liberal" for North Dakota. OHIO

Democrats won the top offices in this battered industrial state, riding a tide of concern about jobs and taxes. The governorship was captured by Lt. Gov. Celeste (D), 44, who in his second try for the office defeated Rep. Brown (R), 55, a "stay the course" advocate. He will succeed retiring Gov. James A. Rhodes (R).

Feisty first-term Sen. Metzenbaum (D), 65, a prime GOP target, also won handily over his Republican opponent, state Sen. Paul E. Pfeifer, 39.

But the Democratic sweep was not certain to extend to the House contests, thanks to big Republican spending and other factors. In Toledo, freshman incumbent Rep. Weber (R), 51, conceded to former Carter White House aide Marcy Kaptur (D), 36, who was leading by a substantial margin.

But in the devastated steel town of Youngstown, where unemployment is approaching 20 percent, NBC reported incumbent Lyle Williams (R), 40, holding a slim lead over former state Rep. George D. Tablack (D), 52, with nearly half the returns in.

State Sen. Michael Dewine (R) was running well ahead of County Commissioner Roger D. Tackett (D) in Brown's old district. And in Columbus, NBC showed state Sen. John R. Kasich (R), 30, leading in his challenge against freshman Rep. Bob Shamansky (D), 55. SOUTH DAKOTA

Gov. Janklow, 42, a blunt politician who often seems to govern on impluse, survived the Democratic tide in the Midwest, rolling over state Sen. Michael O'Connor to win a second term.

Redistricting has reduced South Dakota to one House seat, forcing the two incumbents--Reps. Thomas A. Daschle, a liberal Democrat from the eastern part of the state, and Clint Roberts, a conservative Republican from the west--into a battle for survival. Network projections gave the victory to Daschle, 34. WISCONSIN

Wisconsin, a state that had selected conservative Republicans in the last two elections, this time chose a Democrat, Earl, an outspoken liberal who virtually promised to raise state income taxes.

Earl, a former state assemblyman and secretary of natural resources, defeated businessman Terry J. Kohler, the son and grandson of former governors, by a margin of almost 2 to 1, the largest for a Democrat in recent history. The race was a classic liberal-conservative confrontation over the seat of retiring Gov. Lee Sherman Dreyfus, a Republican.

Earl, 46, a proponent of the nuclear freeze, said during the campaign that his election would mean "Wisconsin had reasserted its progressive traditions."

Sen. Proxmire, 67, who spent less than $150 on his campaign, easily won a fifth term by defeating a Republican less than half his age, state Sen. Scott McCallum, 32. In his barebones campaign, Proxmire didn't film a single commercial, print a single leaflet or issue a single position paper.

Incumbent Reps. Robert W. Kastenmeier (D), Steve Gunderson (R) and Toby Roth (R) were favored for reelection in hotly contested races. State Sen. Jim Moody, a Milwaukee Democrat, was expected to take over the seat that Rep. Henry S. Reuss (D) held effortlessly for 28 years.