You would be surprised. I had a rifle shipped FedEx ground to my house as well as cans of ammo for it. This is when I lived in MA .

Join a club (GOAL is one) that is a CMP member and then join CMP. For some reason I don't understand CMP will happily ship to MA. Now maybe your dyke AG has outlawed that now, but as of a few years ago, that was true.

Check the current rules on the CMP website. I left MA so I'm no longer up to date...