"I feel like we put it all on the field. We left nothing in the locker room. We fought to the very end, and I think that's why we'll be successful," Romney told reporters aboard his plane as he flew from Pittsburgh to Boston, where preparations were underway for a big election night event at the Westin Boston Waterfront Hotel.
Romney was watching election returns in a room at the hotel where his wife Ann, their five sons and other family members were to join him. Romney's running mate, Wisconsin Rep. Paul Ryan, headed for the Westin after arriving in Boston with his wife Janna and their children.
The GOP nominee had spent Election Day doing a last-minute round of campaigning in one state he's showered with attention, Ohio, and another he's largely ignored, Pennsylvania. After voting near his Boston-area home, Romney was betting that an eleventh-hour appeal to working-class voters in both states would help him defeat President Barack Obama.
"This is a big day for big change," Romney told staffers and volunteers at a Cleveland-area campaign office.
On his campaign plane in between flights, he worked on his speech. He said he hasn't written a concession speech, though he acknowledged the results might not come out in his favor. "Nothing is certain in politics," he said.
Ryan followed a similar strategy for courting voters on Election Day. After voting in his Wisconsin hometown, the GOP vice presidential hopeful joined Romney in Ohio before a scheduled solo visit to Richmond, Va.
Asked about the hectic schedule in recent days, Ryan said of Romney: "He's kind of operating on fumes."
After visiting the campaign office, the pair stopped for lunch at a Wendy's, where Romney ordered a quarter-pounder, chili and a Frosty. Ryan ordered a quarter-pounder and a salad.
Earlier Tuesday, Romney told reporters he was feeling "very good" as he and his wife, Ann, appeared at a polling precinct near his Belmont, Mass., home just before 9 a.m. EST to vote. Romney spent less than three minutes completing his ballot. Asked who he voted for, he said with a smile: "I think you know."
Romney's focus on Ohio is not a surprise. He has spent more time campaigning there over the last year than any other state. And no Republican has won the presidency without carrying the Midwestern battleground.
But Romney has spent very little time in Pennsylvania, which hasn't supported a Republican presidential contender in nearly a quarter-century. As polls showed the race tightening there, Romney launched a statewide advertising campaign just last week.
Dismissed as desperation by Democrats, the Pennsylvania trip will at the very least send the message that Romney did all he could to deny Obama a second term.
"We can't let up now. We need to keep going until the final polls close tomorrow night," Romney political director Rich Beeson wrote supporters Monday. "With an election this important, let's leave it all on the field."
AP Deputy Director of Polling Jennifer Agiesta in Washington and Associated Press writer Philip Elliott in Richmond Heights, Ohio, contributed to this report.