There have been cases where LEOSA was not honored in NY and NJ, and there was legal trouble for the traveling officers.
As for MA (where I live), if you lock the gun and ammo in hard boxes and throw a cover over it, you should be fine. I assume you'll be traveling up I 84 through CT to I 90 in MA and then up I 495 into NH and ME. Avoid the Boston area, as traffic is terrible. Keep to a reasonable speed and you shouldn't have any problems. Gun Owners Action League (GOAL.org) can answer questions.