As noted here by dilgre, Romney is planning to go to Pennsylvania on Sunday.
As noted here by TofG, McCain and Palin tried this four years ago. To quote this article from October 25, 2008:
Sarah Palin is set to embark on an extensive bus tour of Pennsylvania next week, CBS News has learned.
Although recent polls show the Republican ticket trailing by double digits in the state, the McCain campaign appears to be largely resting its hopes for Election Day victory on a come-from-behind win in Pennsylvania.
I know the secret reason why Republicans are fascinated with last-minute campaigning in Pennsylvania. All you have to do to learn the secret is follow me to the extended part of the diary...
It's very simple. Most states where the polls are close have early voting (or all-mail voting). Among them: NM, OR, WI, NV, OH, IA, CO, FL, NC, AZ, MT, GA.
When a state has early voting, a late push is blunted by all the people who have voted already. So a late push works best in a state without early voting. States without early voting where the polls are close are as follows (with electoral votes listed): MI 16, MN 10, PA 20, NH 4, VA 13, MO 10.
It doesn't make much sense for Republicans to make a late push in Missouri, because the state leans heavily Romney already anyway. Virginia is so close that both campaigns have already been pushing heavily there. But the two states with the next-closest polling are New Hampshire and Pennsylvania, and so we can see the Republicans' fascination with those two states, especially with Pennsylvania's 20 electoral votes.