Nevada, New Mexico and Colorado were won by Bush in 2004 and are considered tight enough to be won by either candidate and help clinch the presidency.
Some polls say that Obama, 47, holds a slight lead in Nevada, which Bush won by less than one per cent in 2004, and New Mexico.
At a campaign stop in Nevada, Obama criticised McCain for backing the Republican fiscal policies that led to an economic crisis.
He expanded on a favorite theme - that McCain would be an economic clone of Bush.
Obama also critcised McCain for saying again on Friday that government should ease its regulations on business and mocked him for saying that Bush's economic policies had gotten "out of hand".
"Let's be clear: John McCain attacking George Bush for his out-of-hand economic policy is like Dick Cheney [the vice-president] attacking George Bush for his go-it-alone foreign policy," Obama told about 11,000 supporters at a rally in Reno.
He also said that Bush did not seem offended, since he voted on Friday for McCain.
"And that's no surprise, because when it comes to the policies that matter for middle-class families, there's not an inch of daylight between George Bush and John McCain."
James Bays, Al Jazeera's correspondent at Obama's rally in Reno, said: "They are campaigning on the same territory both in terms of the issues - tax and the economy - and geographically on the same territory.
"They are focusing on this small number of battleground states which are so key at this stage. In most of those battleground states Senator Obama is ahead."
Obama has solidified his lead over McCain in national opinion polls ahead of the November 4 election, and McCain is playing defence against a surging Obama in about 10 states won by Bush in 2004.
Nevada, with five electoral votes, is a prime target for Obama, whose campaign is counting on a surge in Democratic voter registrations to aid it in key battlegrounds like Reno's Washoe County.
Democrats moved ahead of Republicans in voter registration in Washoe County last week for the first time in 30 years.
In 2004, it had about 17,000 more registered Republicans than registered Democrats.
McCain, 72, is scheduled to spend all of Saturday campaigning in New Mexico, where most polls put him trailing for the state's five electoral college votes.
In the last two elections the state has been won by a a tiny margin, with Bush defeating Democrat John Kerry by 0.7 per cent in 2004.
However with the 2008 election just 10 days away, most recent polls have McCain trailing Obama by an average of 8.4 per cent.
At a rally in the state, the Arizona senator kept up his attack on Obama's plan to raise taxes for certain sectors of society.
"He believes in redistributing wealth," McCain told about 1,500 supporters. "We've seen that movie before in other countries. That's not America."
"I won't spend nearly a trillion dollars more of your money, senator Obama will and he can't do that without raising your taxes."
Increases and cuts
Obama's proposed tax increase will be placed on people earning an income of more than $250,000 annually - about five per cent of the population.
He has backed tax cuts for those who make less.
Obama has said that McCain's tax plans will benefit rich corporations.
Tom Schaller, a professor of political science at the University of Maryland, told Al Jazeera that it was difficult to see how the Republican's could win with their current strategy.
"McCain needs to shift his message back to foreign policy.
"As long as the discussion is the economy that favours Obama."
The economic crisis has apparently bolstered support for Obama as he is viewed as having a greater grasp on such issues.
NBC News has reported that Obama has leads in enough states to put him over the 270 electoral college votes required to win the election.
The US presidential election is decided on a score of electoral votes gained from each state won.