Bennet will face prosecutor Ken Buck, the winner of a tight GOP primary, in a race that Republicans need to win this fall if they are to challenge Democrats for control of the Senate.
McMahon, former CEO of World Wrestling Entertainment, will begin the general election campaign as an underdog in her race with Democratic attorney general Richard Blumenthal. He had no primary opposition.
On a four-state primary night, former Rep. Nathan Deal led ex-Secretary of State Karen Handel narrowly in a Republican gubernatorial runoff in Georgia that was so close it could take days to resolve. The two vied for the right to take on former Democratic Gov. Roy Barnes, who unleashed the first television ad of the fall campaign before the polls had closed.
And in Minnesota, conservative State Rep. Tom Emmer easily won the Republican nomination for governor. Four Democrats sought the opposing spot on the ballot.
In Colorado, Bennet was gaining 54 percent of the vote compared with 46 percent for Andrew Romanoff, the former speaker of the state House, as he defied a trend that has dealt defeat to a half-dozen U.S. Senate and House incumbents in other states. In a year in which voters are reluctant to reward experience, he was quick to say he had little. "This election is the first time my name has ever been on a ballot," he told supporters.
Bennet was appointed to his seat nearly two years ago when Ken Salazar resigned to become Interior secretary in the Obama administration. Romanoff had hoped for the appointment, and he spurned entreaties from senior party officials to skip the race with Bennet, but he swiftly endorsed the winner after the outcome was clear.
In an intense campaign, both men sought the mantle of political outsider. Yet each relied on very well-known establishment politicians to help them - President Barack Obama in Bennet's case and former President Bill Clinton in Romanoff's.
The Republican primary was equally intense if not more so.
With returns counted from about three-quarter of the state's precincts, Buck had 52 percent of the vote and former Lt. Gov. Jane Norton was pulling 48 percent.
They, too, sparred over ownership of the outsider's credentials. Both also have ties to tea party activists, although Buck expressed frustration at one point, asking aloud for someone to tell those "dumba---s" to stop asking him about Obama's birth certificate while he was being recorded. He later expressed regret for the remarks.
McMahon will begin the fall campaign as the underdog in Connecticut, although she has vowed to spend as much as $50 million of her own money in hopes of capturing a seat long held by retiring Democrat Chris Dodd.
"The support of the voters of Connecticut isn't bestowed by the establishment or the pundits or the media. It isn't a birthright," she told cheering supporters after her victory was sealed. "It can't be bought, it needs to be earned. And tonight I am humbled to have earned your support."
Blumenthal, whose primary campaign was marred by misstatements that he had served in Vietnam, made no public appearance Tuesday night. But surrogates wasted little time. "Connecticut Republicans today nominated a corporate CEO of WWE, who under her watch violence was peddled to kids, steroid abuse was rampant, yet she made millions," the chairman of the Democratic Senate campaign committee, Robert Menendez of New Jersey, said in a statement.
The two rivals could not be less alike - he the longtime statewide officeholder and she the political neophyte whose rise is part of a nationwide political trend that favors outsiders. Among her primary victims was former Rep. Rob Simmons, who began the primary campaign as the favorite and fell so far behind that he suspended his candidacy earlier in the year.
Simmons rejoined the race in recent weeks as attacks focused on the sometimes raunchy scenes that are part of WWE's appeal, but McMahon was gaining just under 50 percent of the vote in a three-way race with returns counted from nearly 60 percent of the state's precincts.
With Republican Gov. M. Jodi Rell retiring, Connecticut voters also settled a pair of contested gubernatorial primaries.
Among the Democrats, former Stamford Mayor Dan Malloy defeated businessman Ned Lamont for the nomination. It was Lamont's second try for statewide office and far quieter than his first. He won a Senate primary four years ago in one of the standout races of the 2006 campaign, upsetting Sen. Joe Lieberman, who then won a new term in the fall as an independent.
Tom Foley, a businessman and former U.S. ambassador to Ireland, won a three-way race for the Republican nomination.
Georgia's gubernatorial race - so close that the results hinged on provisional and military ballots - was also a proxy war of a sort for potential 2012 presidential candidates.
Former vice presidential candidate Sarah Palin endorsed Handel in her bid to become the state's first female governor, and made a visit to the state on Monday.
Deal countered with support from Georgian Newt Gingrich, once the speaker of the House and now a possible presidential contender.
Deal is a former Democrat whose party switch 15 years ago reinforced the Gingrich-led GOP majority after the 1994 congressional elections. Deal also had the support of Mike Huckabee, who won the Georgia presidential primary in 2008.
In Minnesota, Emmer awaited the outcome of a multi-candidate primary to learn the identity of his opponent for the fall.
Democrats there have not elected a governor in nearly a quarter-century, and House Speaker Margaret Anderson Kelliher was in a close race with former Sen. Mark Dayton for a chance to end the slide. She had 41 percent of the vote, with results counted from about 85 percent of the state's precincts, and he had 40 percent.
Five rivals vied for the independent line on the fall ballot - in a state where Jesse Ventura was elected governor a dozen years ago as a third party contender. Tom Horner, a public relations executive, lapped the field, but he drew only a few thousand votes, far fewer than either Emmer or any of the leading Democrats.
In Colorado, Denver Mayor John Hickenlooper was unopposed for the Democratic gubernatorial nomination.
Republican rivals Dan Maes, a businessman, and former Rep. Scott McInnis were locked in a close race after a campaign in which each suffered wounds that were self-inflicted.
McInnis has acknowledged receiving $300,000 as part of a foundation fellowship for a water study report that was partly plagiarized. Maes has paid $17,500 for violating campaign finance laws.
The spectacle prompted former Rep. Tom Tancredo to jump into the race as an independent, which in turn led state party chairman Dick Wadhams to say it would be difficult if not impossible to defeat the Democrat this fall.