In the United States, generally speaking, each state has jurisdiction over the government records that are kept regarding their inhabitants' births, marriages, deaths, divorces, land transactions, probates, health, disease, education etc. They are not responsible for private record-keeping efforts such as those done by churches, cemeteries, community groups, companies, businesses etc. The federal government oversees the taking of the national census every decade, but not of state censuses. Certain cities have also participated in early record-keeping efforts even prior to their state's commencement of such things. And then there are numerous other entities involved with keeping records; these include shipping lines, publication companies (city and county directories, and phone books), orphanages, hospitals and military organizations.
If you are researching your genealogy in Massachusetts, then this article is for you. Since all states have essentially the same basic types of federal records (census and vital or civil registration), we will touch only briefly on them, and devote more space to sources that are specific to Massachusetts genealogy. Much of the information I give in this article comes from Val D. Greenwood's The Researcher's Guide to American Genealogy (2nd Edition, 1990), a standard in its field. I also got a lot of information from the Research Guide for Massachusetts found on www.familysearch.org. This is not a complete list of sources.
As mentioned in the article about Boston genealogy, Lemuel Shattuck saw the need for more details in the federal censuses than had been requested between 1790 and 1840. He was invited to assist with the 1850 census and we see an enormous improvement from that time onward. Genealogists interested in Massachusetts will find that censuses have been microfilmed and are available from the Family History Library.
Before governments kept records of people's births, marriages and deaths, churches kept track of baptisms, marriages and burials. Again, Shattuck was the impetus to push Massachusetts to keeping vital records. Records are on file for the state births and deaths since 1811, but were kept in different areas from as early as 1630. Some of these are available on microfilm and some are kept at the Massachusetts State Archives.
As mentioned before, churches generally kept track of the life events of their congregations. However, these are sometimes difficult to find today. A serious researcher of Massachusetts genealogy will understand the value of these early records. Sometimes they are still at the original church. Often they are in local libraries, or with historical or genealogy societies. Many have been transcribed and published. Universities may have them. The Family History Library may have microfilmed the very ones you need but you may need to send letters to local ministers, place an ad in local newspapers to see if someone has them in their keeping, or search periodicals.
Immigration records are plentiful for Massachusetts genealogy. Unfortunately, they are "hit and miss" in nature. Amounts of information varied over time, they are spotty time-wise, and they used to be difficult to wade through. Often you needed more information to locate your ancestor than the record actually gave you in return! Today, however, many of them are being filmed (try www.familysearch.org) and even placed on subscription web sites such as footnote.com. I know that people think that public records should be free, but the value of having a web site not only index them but provide them in your own home is well worth the cost.
Those searching for genealogy in Massachusetts will be pleased to learn that this is one of only four states that photocopied and indexed naturalization records between 1787 and 1906. These are in the National Archives but may also be on subscription web sites. Generally-speaking, naturalization records give date and place of birth, date and port of entry, name of wife and children (family members automatically became citizens when the male head of household was naturalized), occupation and residence. Often names of references were given.
As one of the original thirteen colonies, Massachusetts has a long history of military involvement and many of these records are available from the Revolutionary War. Again, check web sites, the National Library and the Family History Library.
For the researcher of genealogy in Massachusetts, there are a plethora of sources - you just need to find them!