The governors of Delaware and Illinois are both Democrat so is safe to assume Obama and Biden's seat will stay Democrat.
The last time 2 seats had to be filled after an presidential election I believe was in December 1960 when Pres-elect Kennedy and VP-elect Johnson's senate seats were filled though I don't know if the replacements were both Democrat.
Rumor has it John Kerry is hoping for Sec. of State so there's another seat to be filled. Then there's Ted Kennedy's uncertain health prognosis, hopefully he will survive, but still another potential seat to fill.
[Edited 2008-11-10 05:57:03]