There are two demographics that are in general overwhelmingly liberal:
1. Those who live in large metropolitan cities.
2. Those who are either in college or are college graduates.
I'm not basing this off any real data but this just comes from my observation, and I think most will agree with me on this.
Also, here's a link to an electoral map by county of the 2004 election, juxtaposed to a satellite image of the U.S. at night, revealing the contrast between urban areas (those with brighter light) and rural (darkness). Notice how the urban areas, especially the major cities on the coasts, coincide with the blue spots on the map, and rural areas match up with the dark spots.
I have my own opinions as to the reasons, but I do not want to post them here just yet. I want hear some of your answers first.