I haven't seen the interview in its entirety; I've seen and read snippets, and heard second-hand commentary, mostly from the crew on Morning Joe. That said, I think this interview was a win for Obama, if only a minor one. Fox pushed this interview big time, so I'd guess Obama was heard first hand by a lot of folks who are used to being spoon fed propaganda from Fox. Obama comes across as a reasonable, sane man, not the raging socialist he's usually portrayed as by the Fox talking heads. O'Reilly was also fairly reasonable, which plays well to folks who only know him by reputation, but probably disappointed his regular viewers.
"It does me no injury for my neighbour to say there are 20 gods or no god. It neither picks my pocket, nor breaks my leg."
-- Thomas Jefferson