New Hampshire is one of the few states that allows voters who haven't declared a party affiliation to vote in either party's primary.

From The Wall Street Journal:

As the presidential race moves from Iowa to New Hampshire, independent voters take on added importance, particularly for Republican Sen. John McCain and Democratic Sen. Barack Obama.

New Hampshire is one of the few states that allows voters who haven't declared a party affiliation to vote in either party's primary. Those voters represent a rich vein of potential support in the New Hampshire primary Tuesday: About 44% of the state's registered voters aren't affiliated with Democrats or Republicans.

[Thursday] night's Iowa results benefited Mr. McCain as well as Mr. Obama. By undermining Sen. Hillary Clinton's position as the clear Democratic front-runner, Mr. Obama's victory makes the New Hampshire race more critical for Mrs. Clinton. Former Arkansas Gov. Mike Huckabee's Republican victory helps Mr. McCain by weakening his chief rival in New Hampshire, former Massachusetts Gov. Mitt Romney.

Mr. McCain relied heavily on independents to win the New Hampshire Republican primary in 2000. That year, 62% of independents chose to vote in the Republican tally, and many went for the Arizona senator. But this year, 63% of New Hampshire's unaligned voters are likely to vote Democratic, according to a CNN/WMUR poll taken Dec. 27-30.
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See also an article in The New York Times entitled "McCain May Benefit From Huckabee’s Jolt to G.O.P," which article has this quote:

“Among the intelligentsia of the party, there is definitely a deep concern about Huckabee getting the nomination because a lot of them think he can’t win,” said John Feehery, a former senior House Republican aide and party operative. “Part of it is self-interested panic since they have their own horses in the race, and none of them are riding Huckabee.”