-Can't blame third parties, the margins are too big and they wouldn't have mattered in a single state.
-Can't blame non-voters, voter turnout was relatively high.
-Can't blame the Electoral College, Trump won the popular vote by almost twice the difference that Hillary has in 2016.
-Can't blame it on people being ignorant of the ramifications, Trump had already been president for 4 years, he was the presumptive nominee all along, and throughout election season he actually polled higher than his favorability when he left office.
-Can't blame corruption or voting machines, the last week of polling had Trump ahead, and the exit polling lines up with the results.
The only thing the Democrats have to blame is themselves, for running a bad campaign with an inferior candidate and striking out on a softball.

A close friend of mine was remarking in the last few weeks how the Democrats had pivoted from the "weird" messaging, which seemed to be working, back to the "he's dangerous and unstable and a threat to democracy" messaging, which they knew from experience did not have much of an effect. In fact, from exit polls, out of people who said "democracy in this country is threatened" or prioritized a candidate's capacity to do the job, a clear majority supported Trump! This is yet another damning piece of evidence that suggests that Democrats were actively not doing what they could to win the election. Either they prioritized fundraising at the expense of outcome, or they actually threw it.

Also, Allan Lichtman BTFO.