OK - you're a member of a party who's had majority power over all three branches of government for about 6 years. The war in Iraq hasn't turned out that well. The financial markets are shown not to have boomed during the last 8 years - but when you take all economic factors (fall of the dollar, rise of gold, cost of gas and other commodities) into account - the business of America is doing pretty badly.
What do you do? Why, blame the Democrats!
Just like Senator Kyl of Arizona. See, it was those mean old Democrats who told Americans to show patriotism by buying stuff 9-11!
No, wait - that was President Bush.
OK - it was Democrats encouraging people to go out and get home loans they couldn't pay back!
No, wait - that was financial industries trying to drive up revenue without any regulation or taxes, and now that they're failing they want taxpayers to bail them out.
Well, surely the Democrats did something to have caused this whole problem! I'm sure Kyl will find some way to pin this on the Democrats. And about the time that market regulations are restored, things settle down, rules are in place to keep banks and other financial industries from allowing short sighted greed to take everyone down with them, I'm sure that Senator Kyl will say it was all the Republicans doing.
Or - something like that.