Here's the second entry of analysis by Adam Tondowsky (link to the first), that looks at all House races won by less than 20%, grouped by long-time incumbents, first-termers, and open-seat winners. As you can see, there are more Republican-held close CD's than there are Democratic-held CD's; but that said, hardly any incumbents lose.

The order is by percentage of victory, from lowest to highest. 

                                        Win%      Outcome%      2002%
Republicans

Long Term Incumbents
1. Connecticut 4     Chris Shays        4.8%     52.4-47.6%     64.4%
2. Minnesota 6       Mark Kennedy       8.0%     54.0-46.0%     57.3%
3. Connecticut 2     Rob Simmons        8.4%     54.2-45.8%     54.1%
4. Indiana 8         John Hostettler    8.9%     53.4-44.5%     51.3%
4. New Mexico 1      Heather Wilson     8.9%     54.4-45.5%     55.3%
6. North Carolina 11 Charles Taylor     9.8%     54.9-45.1%     55.5%
7. California 26     David Drier       10.8%     53.6-42.8%     63.8%
8. North Carolina 8  Robin Hayes       11.0%     55.5-44.5%     53.6%
9. New York 26       Tom Reynolds      11.2%     55.6-44.4%     73.7%
10.Illinois 6        Henry Hyde        11.6%     55.8-44.2%     65.1%
11.Iowa 1            Jim Nussle        11.9%     55.2-43.3%     57.2%
12.Wyoming           Barbara Cubin     13.5%     55.3-41.8%     60.5%
13.Texas 22          Tom Delay         14.1%     55.2-41.1%     63.2%
14.Kansas 2          Jim Ryun          14.9%     56.1-41.2%     60.4%
15.New Jersey 7      Mike Ferguson     15.3%     57.0-41.7%     58.0%
16.West Virginia 2   Shelley M. Capito 16.2%     57.5-41.3%     60.0%
17.Ohio 4            Mike Oxley        16.8%     58.6-41.4%     67.5%
18.Illinois 11       Jerry Weller      17.4%     58.7-41.3%     64.3%
19.New York 13       Vito Fossella     18.0%     59.0-41.0%     69.5%
20.Pennsylvania 7    Curt Weldon       18.4%     58.8-40.4%     66.1%
21.Michigan 9        Joe Knollenberg   19.0%     58.5-39.5%     58.1%
22.Ohio 1            Steve Chabot      19.7%     59.8-40.1%     64.8%
23.Iowa 2            Jim Leach         19.7%     58.9-39.2%     52.2% 

First Term Incumbents
1. Pennsylvania 6   Jim Gerlach         2.0%     51.0-49.0%     51.4%
2. Colorado 4       Marilyn Musgrave    6.2%     51.0-44.8%     54.9%
3. Indiana 2        Chris Chocola       9.7%     54.2-44.5%     50.5%
4. Florida 13       Katherine Harris   10.6%     55.3-44.7%     54.8%
5. Colorado 7       Bob Beauprez       11.9%     54.7-42.8%     47.3%
6. Nevada 3         Jon Porter         14.0%     54.4-40.4%     56.1%
7. Georgia 11       Phil Gingrey       14.8%     57.4-42.6%     51.6% 
8. Michigan 11      Thad McCotter      16.0%     57.0-41.0%     57.2%
9. Minnesota 2      John Kline         16.1%     56.4-40.3%     57.3% 
10.New Jersey 5     Scott Garrett      16.5%     57.6-41.1%     59.5% 

Open Seats & Dem-held/Incumbents
1. Indiana 9        Mike Sodrel         0.5%     49.5-49.0%          
2. Washington 8    Dave Reichert        4.8%     51.5-46.7%
3. New York 29     Randy Kuhl           9.9%     50.7-40.8%
4. Louisiana 7     Charles Boustany    10.0%     55.0-45.0%           
5. Texas 32        Pete Sessions       10.3%     54.3-44.0%          
6. Virginia 2      Thelma Drake        10.3%     55.1-44.8%
7. Kentucky 4      Geoff Davis         10.5%     54.4-43.9%
8. Nebraska 1      Jeff Fortenberry    11.2%     54.2-43.0%
9. Pennsylvania 8  Mike Fitzpatrick    12.0%     55.3-44.3%
10.Texas 2         Ted Poe             12.6%     55.5-42.9%           
11.N. Carolina 5   Virginia Foxx       17.6%     58.8-41.2%
12.Texas 19        Randy Neugebauer    18.3%     58.4-40.1%          
13.Pennsylvania 15 Charlie Dent        19.2%     58.6-39.4%
14.Washington 5    Cathy McMorris      19.4%     59.7-40.3% 

Democrats

Long Term Incumbents
1. Texas 17        Chet Edwards         3.8%     51.2-47.4%     51.6%
2. Oregon 5        Darlene Hooley       8.6%     52.9-44.3%     54.7%
3. Iowa 3          Len Boswell         10.5%     55.2-44.7%     53.4%
4. Indiana 7       Julia Carson        10.7%     54.4-43.7%     53.1%
5. Kansas 3        Dennis Moore        11.5%     54.8-43.3%     50.2%
6. Utah 2          Jim Matheson        11.6%     54.8-43.2%     49.4%
7. Wisconsin 3     Ron Kind            12.9%     56.4-43.5%     62.8%
8. Arkansas 2      Vic Snyder          16.4%     58.2-41.8%     92.9%
9. Mississippi 2   Bennie Thompson     16.6%     57.8-41.2%     55.1%
10.Texas 15        Ruben Hinosjosa     17.0%     57.8-40.8%    100.0%
11.North Dakota    Earl Pomeroy        19.2%     59.6-40.4%     52.4%
12.Oregon 1        David Wu            19.4%     57.5-38.1%     62.7%
12.Maine 1         Tom Allen           19.4%     59.7-40.3%     63.8%
14.New Jersey 12   Rush Holt           19.5%     59.2-39.7%     61.0% 

First Termers
1. South Dakota    Stephanie Herseth    7.5%     53.4-45.9%     50.6% 
2. Tennessee 4     Lincoln Davis       11.1%     54.6-43.5%     52.1%
3. New York 1      Tim Bishop          12.4%     56.2-43.8%     50.1%
4. N. Carolina 13  Brad Miller         17.6%     58.8-41.2%     54.7%
5. Maine 2         Michael Michaud     18.5%     58.0-39.5%     52.0%
6. Kentucky 6      Ben Chandler        18.6%     58.6-40.0%     55.1% 

Open Seats & GOP-held/Incumbents
1. Louisiana 3     Charlie Melancon     0.4%     50.2-49.8%           
2. New York 27     Brian Higgins        1.4%     50.7-49.3%           
3. Illinois 8      Melissa Bean         3.4%     51.7-48.3%           
4. Georgia 12      John Barrow          3.6%     51.8-48.2%           
5. Colorado 3      John Salazar         4.0%     50.6-46.6%           
6. California 20   Jim Costa            7.0%     53.5-46.5%
7. Missouri 3      Russ Carnahan        7.8%     52.9-45.1%
8. Missouri 5      Emmanuel Cleaver    13.1%     55.2-42.1%
9. Pennsylvania 13 Allyson Schwartz    14.4%     55.7-41.3%