Today's Commonwealth of Massachusetts was originally two separate colonies that merged in 1692 to form the royal colony of Massachusetts Bay. The first was Plymouth Colony whose earliest settlers, the Pilgrims, arrived in Plymouth in 1620 (the second permanent, surviving English settlement in North America). Few records survive for the first ten years of this colony. Read more about Plymouth Colony.
The Massachusetts Bay Colony was settled in Salem in 1628 and records are more complete from the beginning. Both colonies were governed at the town and colony level. Massachusetts Bay set up counties in 1643 and Plimoth in 1685. The basic structure since that time has been local governments recording vital records and levying taxes and the county creating most all other records (notably the court and land records). As the colonies grew and eventually merged, the new Massachusetts Bay Colony expanded, and even once included the eastern and north eastern parts of Rhode Island (until 1747), southern New Hampshire and Vermont (until 1740), and all of Maine (the "District of Maine" until statehood in 1820).
Massachusetts Bay Colony
Massachusetts cities and towns have been responsible for registering births, marriages and deaths since 1641. Original records are held by the city and town clerks. They were often stored in the clerk's home, so some have been lost or destroyed by fire. Early churches, too, kept records of births, marriages, and some burials, but these do not all survive, as they were subject to the habits of church clerks or ministers, stored in musty basements, and moved around with congregations, clerks, and ministers. Those that do survive are in often storage, ignored by current church staff. Some have been acquired by another church or donated to a repository.
Since 1841, towns have been required to send a copy of all vital records to the state, and from that date forward there are often two records: a town original and the copy sent to the state. The town version occasionally contains more information than the state. State copies are held at the Massachusetts Archives, Columbia Point, Dorchester, Massachusetts. They have been digitized and are available online through FamilySearch.org and AmericanAncestors.org.
Around the turn of the 20th century over 200 of the then 351 Massachusetts towns gathered and published their historical vital records. Known as the Systematic Series, Official Series, or tan books, most covered earliest records to 1850. Compilers gathered not only vital records, but family Bibles, gravestone inscriptions, church records, and more. What they gained in diversity of sources, however, they lost when the natural arrangement of the information was changed to alphabetical, breaking up family groups and destroying the chronology. Yet for the most part they are remarkably complete and reliable, reflecting excellent transcriptions of original records and corroboration with other sources. Some other towns published their own volumes, and all combined there are about 236 towns with published volumes.
Original records of more than 275 towns were filmed by the Holbrook Research Institute (marketed by Archive Publishing) and are available on microfiche in libraries and on Ancestry.com. They filmed not only vital records, but town records, including town meetings, warnings out, earmarks, some land and court records, manuscript transcripts for the Systematic Series books, and the Systematic Series itself. Click here for a list of towns with published vital records before 1850.
Very early on both the towns and countries recorded land transactions. By 1715 a law was enacted requiring the establishment of a Registry of Deeds for each county. If you know the town or village you can find the county it is located in here. Berkshire County developed three land districts within the county, and Bristol, Essex, Middlesex, and Worcester have two land districts. These districts and county structures are important to locate the records, but technically only Barnstable, Bristol, Dukes, Nantucket, Norfolk, and Plymouth are now counties with functioning governments. The others since the 1990s are run like a county, but are state entities.
You can find indexes and actual land records at FamilySearch in the database called "Massachusetts, Land Records, 1620-1986." Don't be fooled by those dates, though. You'll see when you look at individual indexes exactly what is covered. Transactions are not digitally indexed (meaning you can't search online). You can, however, consult the grantor and grantee indexes provided, note the reference to book and page, and refer to those.
Some of the records of the Massachusetts Registries of Deeds are available online, even older ones. They are constantly being added to, so check in frequently at masslandrecords.com to see whether your county has been updated at masslandrecords.com. It is a little tricky to navigate and this site is still best for modern records.
Probate Records (Wills, Administrations of Estates, Guardianships, and more)
Mass. Mayflower's Index to Hampshire County Probate
The predominant churches in early Massachusetts were Separatist and Puritan.
In addition to the published US Federal census records available for every ten years from 1790 to 1940 except 1890, Massachusetts also conducted a state census. The only years that remain are 1855 and 1865.
Michael J. Leclerc, Genealogist's Handbook for New England Research, 5th ed. (Boston: New England Historic Genealogical Society, 2012).