Even 538 knows it's a longshot, still a fun/crazy exercise, though.
I think many politicians do start off as unknowns outside of their respective states. Bill Clinton, John Kerry, George W. Bush, etc. However, if you've run for the nomination a couple times you start to build that name recognition, and people who are known probably do better than those that are not. This was especially true on the Republican side for a while, where it seemed like every runner-up in the primary would end up as the nominee the next time.