Donald Trump is the preferred presidential candidate of moderate Republicans in New Hampshire and Massachusetts, as well as very conservative ones in Georgia and Alabama. He's racked up enough support across the board and leveraged a splintered field to win the vast majority of early primary and caucus states.
Going back to 1960, well before all of the states regularly weighed in on the nomination, no Republican nominee has won the states of Alabama, Georgia, Massachusetts, Tennessee, New Hampshire, Nevada, Virginia and South Carolina. Much of that is because of the long-standing split between Northeastern Republicans and Southern ones. You can see that in the maps below; almost always when a nominee lost only one or two of these states, he often lost it in New England.