The operating legal aspect on moving to Mass (to become one of the Massholes) can be fouind at Massachusetts General Laws chapter 140, section 129C:
'No person, other than a licensed dealer or one who has been issued a license to carry a pistol or revolver or an exempt person as hereinafter described, shall own or possess any firearm, rifle, shotgun or ammunition unless he has been issued a firearm identification card by the licensing authority pursuant to the provisions of section one hundred and twenty-nine B.
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The provisions of this section shall not apply to the following exempted persons and uses:
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(j) [u]Any new resident moving into the commonwealth,[/u] any resident of the commonwealth returning after having been absent from the commonwealth for not less than 180 consecutive days or any resident of the commonwealth upon being released from active service with any of the armed services of the United States with respect to any firearm, rifle or shotgun and any ammunition therefor then in his possession, [u]for 60 days after such release, return or entry into the commonwealth ...[/u]'
(Emphasis added.)
The rule of thumb used to be 30 days (based on an old law that has been rewritten), so watch out for cops who don't realize the law has changed. I would agree with those who suggest calling the local PD and asking for the firearms licensing officer for advice. You're going to have to talk to them anyway, so try to start out getting them on your side.
To keep the normal capacity (oops, 'large capacity' here in the Peoples Republic) magazines, you will have to apply for a Class A license. When you complete the application, use every idea you can to push for an 'all lawful purposes' qualification on the license (versus, say, 'target shooting only'). Transporting valuables is not a shoo-in for this type of application; after all, the police are there to protect you and you don't need that kind of license because they are all so good at their jobs. (Yeah, right.) If you say you need it for work, or you have to transport firearms ("firearms" means "handguns" in Masspeak) for the purpose of having them evaluated or appraised, or you are a member of a club that must transport firearms from time to time for maintenance and repair, or ... you get the idea.
Joining a club is also a good idea. It shows the police that you are a serious shooter who is willing to pay to practice. The licensing officer will fill you in on all the local rules that are probably illegal, but no one will contravene the chief. The application process will do the same.
The good news is, if you get an "ALP" permit, you can get a NH non-resident permit by mail (I think).
If you need gunsmithing done, try Swift RIver Gun Works in Belchertown. Good quality work, but don't be in a hurry. (Don't laugh folks; that's really the name of a town near E-Ho.)