I was just listening to John Fund on the Dennis Prager show. He said 21/50 states have open primaries (including NH and SC). Trump does better in these states because he does better with moderate republicans and independents and attracts blue collar democrats. The state parties make their own rules about whether they have open primaries or not, so much of our Trump problem has to do with these state parties.
If we want more conservative nominees, it seems obvious that one way to make that happen is to have more republican-only primaries. Perhaps this is something we can work on in the next election cycle.
States with open primaries:
Iowa (only Rs can vote in caucus, but you can change party on day of vote)
Included in this list is some of the large winner take all states (Texas and Ohio).