A variety of things caused this. . . in fact more than I'm listing, but some of the things are far too time-consuming to explain in a Reddit post:

1. An antiquated electoral system.
2. Poor voter knowledge (people voting against their best interests).
3. Poor voter turnout (people who think all politicians are the same, that their vote doesn't matter, or who (perhaps correctly) believe that they are too ignorant to vote responsibly - oh, and the just-plain lazy).
4. Pollsters who had Clinton as a clear victor which lead to many Democrats choosing to make "protest" votes or not bothering to vote.
5. Legitimate votes: the Republican Party serves the uber-wealthy in tax code, anti-abortionists, those who want to prevent illegal immigration, those who want to withhold equal rights from homosexuals, people who are afraid that gun control laws that are aimed at stopping mass-shootings will lead to complete gun restriction, and people who want to lower social-spending for the elderly, disabled, and poor. A significant number of people sincerely believe in one or more of these positions.
6. Tribal voting - people self-identify as being part of a political group - often even when they don't understand the political issues. These are people who vote for their team like they might support the local football team simply because it is popular within their peer group. Further, as issues are introduced to them, they will often have cultural/tribal bias toward supporting the positions of their "team" - even when those positions are against their interests. For example, there are old veterans with disabling injuries who collect disability, food stamps, and get rental assistance in order to survive who vote Republican (they want to end or at least lower spending on social programs like these) and will then say that the most important issue to them is increasing their disability payments so that they can survive. When confronted, most of them will say that they will still vote Republican because they hate liberals. The psychology of this is that identity is more important to people than financial safety (and other issues. . . this is just one example of one of the most surprising).