“For most states, you’re safe adding an –n, and maybe a few other letters, to the state’s name – a la Coloradans, Nebraskans and Californians. For three states, Wyoming, Wisconsin and New Hampshire, the correct method is to add an –ite. For a handful of states in the northeast, the style is to add an ‘r’ – New Yorker, Vermonter, Mainer, Marylander, Connecticuter and Rhode Islander.”

Source: www.washingtonpost.com

Having lived in New England for 6 years now, I still haven’t found a polite term to refer to people from Massachusetts.