Not all states have either primaries or caucuses. Colorado, North Dakota, and Wyoming–as well as the territories of Guam and American Samoa–simply have local and state party Republican conventions to choose their delegates, who then can vote for whomever they want to. That was the way it used to be, when parties chose their candidates instead of turning that job over to the public, often including non-party members. There are 112 delegates like this, enough to make a difference in a close vote in the national convention. (See Unbound Delegates Could Hold Key to Stopping Trump at Convention | RealClearPolitics.)
Well, Colorado has gone through that process and has given all of its 34 delegates to Cruz, whose organization has been targeting not just primary or caucus voters but the actual delegates who will be going to Cleveland. (Wyoming Democrats do have a caucus. Bernie Sanders won.)
In another coup, Cruz is being successful in electing his supporters as delegates from South Carolina. As the local conventions unfold, a process which will take months, Cruz has jumped to a big lead already. (See this and this.)
In the primary, Trump won all 50 of South Carolina’s vote. By law, the delegation has to vote for him on the first ballot. But after that, if Trump fails to get a majority, the delegation is likely to change their votes, en masse, to Cruz. (Does that bother you?)
Cruz is winning similar delegate victories in Iowa, Michigan, and Indiana.