Technically, they could.
http://archive.fairvote.org/?page=967
http://archive.fairvote.org/?page=967
Quote:Over the years, however, despite legal oversight, a number of electors have violated their state’s law binding them to their pledged vote. However, these violators often only face being charged with a misdemeanor or a small fine, usually $1,000. Many constitutional scholars agree that electors remain free agents despite state laws and that, if challenged, such laws would be ruled unconstitutional.