Romney has been campaigning across the country since announcing his race for the Republican nomination in Michigan a year ago. A member of The Church of Jesus Christ of Latter-day Saints like the majority of Utahns, he was wildly popular in the Beehive State.

"I think there is some pride that comes with those of the LDS faith who see one of their own having this kind of success," Utah Lt. Gov. Gary Herbert, a Republican and a Mormon who backed Romney, said.

Herbert said Romney started the race with little national name recognition but still managed to come "very close to becoming the party's nominee ... A lot of people a year ago would have said it was impossible."

Romney supporters in the Washington, D.C. audience were surprised and disappointed to learn he was dropping out.

Kristen Luidhardt of Greenwood, Ind., said she would "grin and bear it" in supporting McCain. The former Fred Thompson supporter had switched to Romney because he is a conservative.

Robert Owens, a student at Penn State, said he disagreed with Romney and saw there was still a chance he could win. Owens said McCain has won more liberal states and the upcoming contests could have lead to a Romney win.

But the math speaks differently as McCain's campaign has been pointing out. McCain's campaign strategists Charlie Black sent out a memo Feb 5. saying it would be impossible for Romney to come back.

"For Mitt Romney to match our delegate count, he would have to win more than 50% of those delegates," according too Black's memo. "And, he would have to win nearly every single delegate still available in order to become the nominee. And, many of these contests are proportional, so Mitt will have to win by big margins in many states to garner every last delegate."

Black pointed out that McCain ended Super Tuesday with 750 delegates unofficially. CNN's unofficial count on Thursday showed McCain with 714 total delegates and Romney with 286. It takes 1,191 delegates to secure the GOP nomination.

"With Mike Huckabee still a factor in this race, particularly in the South, and many contests moving forward proportional, the math is nearly impossible for Mitt Romney to win the nomination," according to the memo.

Craig Hodges of Anchorage, Alaska, said he was sad to see Romney drop out of the race, but if he had to do it, giving the speech at CPAC was the right idea.

Hodges said if Romney spoke at Thursday's conference and then dropped out of the campaign later, the conservatives would "have felt short changed."

Romney said in his speech that, "If this were only about me, I'd go on. But it's never been only about me. I entered this race because I love America, and because I love America, in this time of war I feel I must now stand aside, for our party and for our country."

Zwick said that sentiment was sincere. "When he says that he cares more about the security of the country, that's from the heart," Zwick said. "He genuinely feels like this is different than most presidential races in that we are at war.

"That was a factor in his deicison. If the stakes were just about the Republican party, I think he would have stayed in."

Republican front-runner McCain later addressed CPAC.