[The series and its rules are explained here, where you will also find links to the songs for the other states.]
21:1. Massachusetts: 'And the lights all went out in Massachusetts'. (1, 2.)
21:2. Whoever's In New England: 'You spend an awful lot of time in Massachusetts'. (1, 2.)
21:3. Millworker: 'Took up with a no-good millworking man from Massachusetts'. (1, 2, 3, 4.)
21:4. Roadrunner: 'I'm in love with Massachusetts'. (1, 2, 3.)
21:5. Massachusetts: 'There's a fire burning bright / In Massachusetts'. (1.)
21:6. Massachusetts: 'On the underside of Massachusetts'. (1, 2.)
21:7. Massachusetts: 'In the snow / In Massachusetts'. (1, 2, 3.)