I think you'll find it in the earliest posts in Gun Laws / Mass.
It boils down to, you can bring with you what you have legally purchased while you were not a resident of Massachusetts.
If you leave Mass, become a resident of say, Utah. Buy firearms there lawfully, if/when you move back to Mass you can simply bring them with you (without any filing, I think) but you would be well served to keep receipts and be able to document when you bought them and that you weren't a Mass resident at the time.
You could be a local hero, because, if I understand those points correctly, you effectively bypass the restrictions on types of weapons.
(corrections /amplifications, anyone?)
IANAL