Long explanation here, about the entrance/exit polling (esp. at a caucus) versus what happened in Hispanic majority districts (which Clinton won). I only can quote a small portion of the article, but you should read the detailed explanation in the latter half of the article, which explains why entrance/exit polls are "not designed to yield very reliable estimates of the characteristics of small, geographically clustered demographic groups":
"No, the Polling Doesn’t Prove Bernie Sanders Won the Hispanic Vote in Nevada"
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But there are a lot of reasons to question the findings from the polls. They have a small sample of precincts and voters, and they simply were not devised to provide precise estimates of the Hispanic vote.
The actual election returns in Las Vegas’s Clark County hint at a different story. Analyzed neighborhood by neighborhood, they suggest that Mrs. Clinton might have won the Hispanic vote by a comfortable margin. She won about 60 percent of delegates in heavily Hispanic areas, a result that calls the finding of the polling into question.
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The Hispanic vote in Nevada is overwhelmingly concentrated in Clark County, home to Las Vegas. In particular, Hispanic voters are concentrated on the east side of the city, where they make up the vast majority of the population but only a slight majority of registered Democrats. (For a rough map, see this tweet.)
In the 76 precincts in Clark County where we believe that a plurality of registered Democrats are Hispanic, Mrs. Clinton defeated Mr. Sanders in the delegate count by a margin of 58 percent to 42 percent. In the smaller number of majority Hispanic precincts, she seemed to win about 60 percent of the delegates, and she won perhaps 65 percent of the delegates in the precincts where Hispanics appeared to be a particularly large share of registered Democrats. (For details on the estimates, see my note at the end of the article.)
http://www.nytimes.com/2016/02/22/upshot/why-clinton-not-sanders-probably-won-the-hispanic-vote-in-nevada.html?mabReward=CTM&action=click&pgtype=Homepage®ion=CColumn&module=Recommendation&src=rechp&WT.nav=RecEngine
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