Be prepared to read some stories that were recorded by people who have seen or who have heard about these hauntings. Shadowlands, is an unique website that has an database that is filled with haunted places all over the U.S. and around the world. I've skimmed through the website and found some interesting stories about Massachusetts.
1. Andover- Harold Parker State Forest
I guess when you look beyond the old stone walls around 3 am you will see a green light and hear footsteps. According to the website, at the park there are many unmarked graves and old ruins of houses.
2. East Berlin- East Boston Public Library
I wrote about this one because I love reading and libraries. Many have heard people moving and talking in the basement. There is also said to be a ghost of a librarian who was thought to have been killed during the late shift.
3. Lancaster, Blood Forest
This sounds more like an urban legend than anything but alas since I don't know if it's real or not, I really won't judge. The story goes an old man would kill people and hang their bodies from the trees in the forest. Well late in the evening to early morning hours if you visit the stone entering Blood Forest you can see the image of bodies hanging. It's a morbid thought. I guess you can also see the old man but when you approach him he flees and people have reported hearing screams.
4. Leicester, Spider Gates Cemetery
I'm not sure why they call this cemetery the leads to the gates of hell. The cemetery got it's name because of the spider like web pattens on the gates. Spirits, mysterious fog, ghostly hanging trees, and children's laughter is all said to be part of this morbid place.
5. Nantucket, Waquinet Hotel
It's rumored to be built on top of an Indian burial ground which if it is according to legend that means bad news! Lights will turn themselves on and off, the sound of running water in the lobby and a ghost of a woman has been seen.