The rally was part of a four-state weekend campaign dash in states Obama carried in 2008 - Pennsylvania, Connecticut, Illinois and Ohio, but where Democratic candidates for the Senate, House and governorships are struggling and where voters are angry about the economy, bailouts and high unemployment.
"Chicago, it's up to you to let them know that we have not forgotten, we dont have amnesia," the president told a large outdoor crowd near his home, referring to the economic recession that hit during George W. Bush's presidency. He said the election is a choice between the policies that caused the problems and policies that will lead the country to better times.
Obama's efforts were shadowed by fresh news of a weak economy still struggling to create jobs and a terror probe on three continents after two mail bombs sent from Yemen were found on cargo planes.
As the Republicans and Democrats mounted their final get out the vote drives in what has been an ill-tempered and polarizing campaign, tens of thousands of people gathered on the National Mall in Washington for a "sanity" rally organized by comedians Jon Stewart and Stephen Colbert, who host late-night cable TV satirical news programs.
Organizers insisted the "Rally to Restore Sanity and/or Fear," wasn't about politics. Still, supporters and left-leaning advocacy groups hoped it would rekindle some of the voter enthusiasm for Democrats seen in 2008, particularly among young adults.
Obama was making a last-ditch plea to the party's core supporters, particularly young voters, to approach Tuesday's elections with the same enthusiasm that brought him to the White House and a wave of Democrats to Congress in 2008.
"It is difficult here in Pennsylvania, it is difficult all across the country," Obama told about 1,500 cheering students and volunteer campaign workers at Temple University in Philadelphia, a Democratic-leaning city he has visited often.
The weekend tour marks the president's last campaign swing of the election season, with Republicans expecting big victories on Tuesday. Obama's sagging popularity has limited his ability to save Democratic candidates, and his legislative agenda may be deeply complicated if the Republicans take over the House, as many expect.
Unless Democratic voters turn out in big numbers, Obama said in a seven-minute talk, all the progress made in the past two years "can be rolled back."
Several of Pennsylvania's U.S. House Democrats are battling for survival, as is the Senate nominee, Joe Sestak.
Republicans expect to win the governor's seat, as two-term Democratic Gov. Ed Rendell is term-limited.
Democratic prospects appear somewhat better in Connecticut, Obama's second stop. The party has high hopes for Senate nominee Richard Blumenthal, who leads former wrestling executive Linda McMahon, and gubernatorial candidate Dan Malloy, although neither race is considered in the bag. But Democrats are at risk of losing at least one House seat in Connecticut.
Obama urged Democrats to "defy the conventional wisdom" that foresees huge Republican wins on Tuesday when all 435 House seats and 37 of the 100 Senate seats are on the ballot. Republicans must gain 40 seats to win control of the House and 10 to take the Senate.
"There's no doubt this is a tough election," he told more than 9,000 people at the Bridgeport Arena, "because we have been through an incredibly difficult time as a nation."
In his two appearances, Obama did not mention the thwarted mail bomb plot or the arrest in Yemen of a woman suspected of sending two mail bombs.
Obama planned an evening rally in Chicago, his home town. He is to headline a final rally Sunday in Cleveland before returning to Washington to await the election results.
In his weekly radio and Internet address, Obama said it's time to put aside partisanship. But his appeal for unity included jabs at Republican congressional leaders for comments he called troubling.
Rep. John Boehner, currently the House minority leader, "actually said that 'this is not the time for compromise,"' Obama said. He said Senate Minority Leader Mitch McConnell of Kentucky "said his main goal after this election is simply to win the next one."
"I know that we're in the final days of a campaign," Obama said in his weekly address. "So it's not surprising that we're seeing this heated rhetoric. That's politics. But when the ballots are cast and the voting is done, we need to put this kind of partisanship side - win, lose or draw."
Boehner, in the weekly Republican radio address, said Obama has failed to deliver the change he promised - and American workers have lost jobs as a result of White House policies. The Ohio Republican, who is in line to become speaker of the House, spoke up for a Republican pledge to cut spending and keep taxes at current levels.
"This is a new way forward that hasn't been tried in Washington yet," Boehner said. "It's a break from the direction in which President Obama has taken our country. And frankly, it's also a break from the direction in which Republicans were headed when Americans last entrusted us with the reins of government."
Publicly, Democrats betrayed no expectation that their House majority was at an end. Nancy Pelosi has turned aside any and all questions about the possibility that her four-year tenure as the first female House speaker in history might end soon.
Candidates were everywhere on Saturday, making last-weekend pitches for support.
Party stars were out in force, too.
Former President Bill Clinton, campaigning for Ohio Gov. Ted Strickland's re-election, called the Republican pledge "a joke." He said, "Their deal sounds good but it doesn't work. ... Our ideas work better than theirs."
Former Alaska Gov. Sarah Palin and her husband, Todd, campaigned for Republican Senate candidate John Raese at a big rally in Charleston, West Virginia. Palin, the 2008 Republican vice presidential candidate, said the state's Democratic governor, Joe Manchin, is a good fit in that job - so voters should keep him there rather than elect him to the Senate over Raese.
In many races, vast numbers of the electorate had already made their choices. In Ohio, where Democrats could lose as many as six House seats, more than 721,000 votes had been cast. California officials already had in hand almost 2.5 million ballots, and Florida officials had almost 1.7 million.
Both parties worked vigorously to bank supporters' votes early. In all, more than 13.5 million votes had been cast early, either at ballot boxes that opened early or by mail. Four years ago, during the last non-presidential election, some 19 million voters cast ballots before Election Day.