I don't know about Massachusetts, but Romney can be instrumental in holding some of the close Bush states and flipping some of the others that went to Kerry in 2004, like Wisconsin, Michigan (Romney born and raised there and his father was the governor) and New Hampshire (where Romney has a home).
These close states are the ones on which to focus.
Close states in 2004:
Wisconsin, 0.38% Kerry
Iowa, 0.67% Bush
New Mexico, 0.79% Bush
New Hampshire, 1.37% Kerry
Ohio, 2.11% Bush
Pennsylvania, 2.50% Kerry
Nevada, 2.59% Bush
Michigan, 3.42% Kerry
Minnesota, 3.48% Kerry
Oregon, 4.16% Kerry
Colorado, 4.67% Bush
I think he could win in PA, too. The voters here are older and more traditionally conservative. Family values are important and Romney has that in spades. He also doesn’t have a Southern drawl. I think Pennsylvanians are thoroughly tired of that schtick. It reminds them too much of Bush who is thoroughly despised here. Santorum was defeated because of his close association with Bush.