The Washington Post has a nice exit poll graphic showing how various demographic groups changed their vote from 2008 to 2012.
Basically, Romney was up in most groups relative to McCain, just not enough. He was up 3 points from 55 to 58 in the huge white group, down 2 points among Hispanics. Most strikingly, he was down ten points among Asians, although that might be a sample size issue. "Other Race" trended 7 points for Republicans, although who knows what's going on there?
Men were up 4 points for the Republican candidate in 2012, women unchanged. Independents moved 5 points in the GOP's favor.
Married men were up 7 points for the GOP, but married women up only 2.
The Jewish vote went from 21% Republican to 30%.