The obvious one for anyone in northern Massachusetts. New Hampshire allows permitless carry for people who may lawfully possess a firearm, so the license matters less for a New Hampshire trip than for the reciprocity it unlocks elsewhere.
Issued by the New Hampshire State Police Permits and Licensing Unit. Massachusetts residents apply as non-residents — you do not need to live in New Hampshire.
The 40 State Multi License Course teaches the law for Massachusetts, Maine, New Hampshire, Connecticut, Pennsylvania and Florida in one sitting as the Massachusetts-only class. You then apply for whichever of the six you actually want. Rhode Island is optional, not one of the six: we cover how to apply there, but Rhode Island requires its own qualification test, which we don't provide, and no certificate is issued for RI.

Six states' course requirements, in one visit, for $349 — instead of $1,249+.
Elsewhere on the site: Getting licensed · Massachusetts gun law · Your town · At the range · Who it's for