Let's compare Ohio, Pennsylvania, and Indiana, three states which are similar in overall demographics.  

First, the female percentage of the electorate shrunk.  In Ohio women made up 59% of voters, and in Pennsylvania 58%, but only 56% in Indiana.  While Indiana being an open primary means that independents (who tend to be men) had high turnout and probably shifted the demographics considerably, but it doesn't explain the difference with Ohio.  With a slightly higher turnout, Clinton could have won by a larger margin.

Next, let's look at Hillary's margin over Obama among women:

Ohio: Hillary - 57% of the female vote to Obama's 41% - a 16% gap
Pennsylvania: Hillary - 59%, Obama 41% - an 18% gap
Indiana: Hillary - 51% - Obama - 49% - a 2% gap!

In contrast the male vote was essentially constant, with Hillary winning men by 2% in Ohio, and Obama winning men by 2% in Pennsylvania and Indiana.  

The gender gap in Hillary's support (her female support minus male support) was 7% in Ohio, 10% in PA, but only 2% in Indiana.  

Could black female turnout have made a difference?  Not much.  Black women made up 11% of the OH electorate, 8% of the PA electorate, and 10% of the IN electorate.  In all three states, black women voted for Obama by essentially the same amount.

Instead, it was the closing of the white female vote which denied Clinton a wide victory.

Ohio: Clinton 67%, Obama 31% - 36% gap
Pennsylvania: Clinton 68%, Obama 32% - 34% gap
Indiana: Clinton 60% - Obama 40% - 20% gap

As with men at large, white men didn't really change much.  They supported Clinton by a 19% margin in Ohio, a 14% margin in Pennsylvania, and a 14% margin in Indiana.

Somehow, in the closing days of her campaign in the state, Clinton managed to squander a goodly portion of the gender gap which has won her state after state.  Without this slippage, Obama would have only marginally improved over PA, given the higher male and slightly higher African-American turnout.