The former Massachusetts governor won the Wyoming caucuses this weekend and came in second in last week's Iowa Republican caucuses.

"There have been three races so far. I've gotten two silvers and one gold — thank-you Wyoming," Romney said in a seven-minute speech conceding the New Hampshire race to Arizona Sen. John McCain.

"On to Michigan and South Carolina and Florida and Nevada," Romney said. "I'll fight to be back here in November in those states and others."

Romney conceded the primary to McCain in a phone call less than 20 minutes after the polls closed, Romney spokesman Kevin Madden said, MSNBC reported.

With half of the precincts reporting, McCain had 37 percent, Romney had 32 percent and former Arkansas Gov. Mike Huckabee, who won the Iowa GOP caucuses, trailed with 11 percent.