Before Trump, a lot fewer. There is a well known phenomenon of GOP governors in deep blue states (e.g. Christie in NJ, Schwarzenegger in CA, Baker in MA, Scott in VT). This is a lot rarer in deep red states. There are a lot more red states than blue ones, but it's still harder (not impossible) to find recent democratic governors of those states. Senators are a bit more proportional, mind you.

Trump has sort of killed this phenomenon - partly because his brand has rubbed off on other Republicans, and partly because they have been running more extreme candidates even in blue states. Before Trump, though, it was not even close.