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 39 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.

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