This will be brief, as I have a bad cold and feel pretty nasty. As I understand it, Clinton won more votes in the Dem Nevada caucuses, but Obama might have won more delegates. I have no idea why that would be true. Some people are calling Nevada a tie.
For the GOP, Romney won in Nevada, but as of this keyboarding South Carolina is between McCain and Huckabee and too close to call. The Dem South Carolina primary is next week.
Make of this what you will.
Same kind of reason Gore got more votes but lost the EC: or that Bush won more counties but lost the vote. The granularity of the process is not one vote, but whatever political division is used at the time.