For most of our country's history, Vermont was a rock-ribbed opponent of the Democratic Party. It was one of two states to support Republican President William Howard Taft in 1912, and was also one of just two to vote against FDR all four times. The record was similar in the Senate: Independent Bernie Sanders' seat is technically one of a handful of Senate seats left in the country that hasn't been held by each party at least once since we began direct election of senators.
Vermont began changing in the 1950s, as liberal migrants from New York City began settling in the bucolic countryside and as the Republican Party began to take on a southern accent. In 1974 it elected Pat Leahy, who was considered something of a fluke; he narrowly won re-election in 1980. But today the state is one of the most heavily Democratic in the country. There is still a vestigial moderate-to-liberal Republican Party capable of winning statewide races, but former state Rep. (in Massachusetts) John McGovern doesn't seem a likely candidate to take down Sanders.