MA has always been liberal and it was an anomaly that a Republican was in the Governor’s office. There has been no congress / Senate seat that has been Republican for 20 years or more. The legislature is 87% Democrat as well. I think a lot of Republicans have moved out of state, some have simply checked out of the political process and the only people moving in are gays / liberal students. Couple that with the Iraq war and the GOP selling out on spending and immigration, these is no conservative party to speak of in MA. The GOP will not spend money or field quality candidates here because that some money is better spent elsewhere.
You combine all these trends and MA is a lost cause for the GOP forever.
The only good news is that due to people moving out of state, MA will lose 1-2 seats in congress by 2010.