Did Obama's message of conciliatory unity cost him the New Hampshire primary? Sure looks like it. According to exit polls, 30% of Democrats identified themselves as "dissatisfied" with the Bush administration. Obama narrowly won those voters, 39%-38%. However, among the 62% of participants in the Democratic primary who described themselves as "angry" with the Bush administration, Clinton won 39%-34%. And thus, we have Clinton's 2.6% margin of victory almost precisely.
Democrats are pissed off at Bush, I mean really pissed off and angry. There simply isn't anyway to win this primary without winning the support of those voters. It appears "change" isn't enough to put one over the top in that category, at least here. Clinton won the angrier voters, and so she won New Hampshire.
Update: I should note that this does not necessarily mean Obama is behind Clinton among the "angry with Bush" voters in all states, just that he was behind in New Hampshire. That made the difference here, as I imagine it will make the difference pretty much everywhere. However, I am not drawing an conclusions outside of New Hampshire, since we don't know who leads the angry demo in other states.