He did say that he’s offered to go to Ohio for W.(in the no-sex story, scroll down)…:
Schwarzenegger said the one state where he might campaign for Bush outside of California was Ohio, where he owns a gym and sponsors an annual body building competition.
“I said to the president I’m perfectly willing to go to Ohio if he needs me there but I can’t travel around from state to state because I’m working for the people of California,” he said.