Rachel Maddow floated a theory that Ron Paul is urging his supporters to stay late at caucuses so that they can vote themselves in as delegates. Once they've become delegates, they can cast their vote for Ron Paul, against the will of the people who voted in their caucuses. A major Ron Paul adviser confirmed that this is the Ron Paul strategy:

..we're tracking this at the precinct level, we think we have the majority of [delegates]. We think we've won in Iowa , we won in Minnesota , we won in Colorado, and Missouri is yet to be seen. And we think we probably won in Nevada , because we're counting the precinct votes. The only thing that I might add; there is nothing wrong or deceptive about this. Anybody can stay. Woody Allen says 80% of success is showing up. Our people show up. And they have a right to do that, and they are committed, and so they are running as delegates at the precinct level to the county convention where they will again run as delegates from the county convention to the state convention.

Here's video:

The problem with Ron Paul's strategy, in many ways, is the problem with Ron Paul's strict Constitutionalist worldview: It's way too literal. There's no way the Republican bosses are going to let this happen. They'll make new rules, they'll ignore the votes, they'll do anything they can to ensure that Ron Paul's delegates don't manage to throw the convention in favor of Ron Paul. It's kind of clever of Paul to try to game the system like this, but I can't imagine the Republican leadership is inept enough to let this kind of mutiny happen*.

* ....right? Surely they're not that inept, right?