The Hated Yankees haven't won a World Series with a Republican in the White House since 1958. Counting since 1921 (their first pennant), the Yankees are 19-3 in the World Series (with just three playoff losses) in 40 years of Democratic Administrations, but just 7-10 in the World Series (with five playoff losses) in 48 years of Republican Administrations. They've gone 0 for the last five GOP Administrations while failing to bring home a championship on the watch of only one Democratic president in that period, Lyndon Johnson.
The breakout, by World Series W/L/No Pennant:
Harding/Collidge/Hoover (R): 4-3-5
FDR/Truman (D): 11-1-8
Eisenhower (R): 3-3-2
JFK/LBJ (D): 2-2-4
Nixon/Ford (R): 0-1-7
Carter (D): 2-0-2 (one loss in playoffs)
Reagan/Bush (R): 0-1-11
Clinton (D): 4-0-4 (two losses in playoffs, one strike)
Bush (R): 0-2-6 (five losses in playoffs)
So, you know, if you're not a Yankees fan...