SARASOTA, Fla. — People started lining up at 4 a.m. to catch one last glimpse of their hero. It was Donald J. Trump’s first campaign stop on his Monday push through battleground states, and his supporters here in Florida seemed to understand that the whole country would be watching them. So, what are the Trump voters in Florida thinking, and where does this movement — or whatever we should call it — go after Tuesday?

As at any Trump rally, the merchandising opportunities outside the Sarasota event were plentiful. A man wearing a Trump flag as a cape walked down the line of attendees, towing a wagon filled with water bottles. “Ice cold Trump water here! Tastes like freedom!” he said. Another man selling foam fingers called out, “Give Hillary the finger — vote Trump!” A supporter constructed a life-size “basket of deplorables” made out of interwoven cardboard boxes. A woman stood inside the basket and posed for a photo, giving an enthusiastic thumbs-up.

The Trump supporters at the rally in Sarasota were in good spirits on Monday, but when asked how they felt about their state, some brows furrowed. Florida voters know the eyes of the nation are on them and their precious 29 Electoral College votes. Mr. Trump’s supporters recognize it’s possible Hillary Clinton could win their state, and the whole ballgame, on Tuesday night. But in their gut, it seemed impossible to believe anyone wouldn’t be voting for Mr. Trump. All the data they personally collected seemed to reassure them of a Trump landslide. Every bumper, shirt and sign to be seen was plastered with pro-Trump messages. Still, that was hard to reconcile with the polls they were seeing on CNN and Fox.

Outside the arena, Cathy Borden, a retired Navy recruiter, said everyone she talks to is voting for Mr. Trump. “That’s why you can’t go by those polls.”