John C. Wright explains the Massachusetts Problem:
Look, it is merely a historical fact that since Maryland was colonized by Catholics, who brought nine barrels of Holy Water over the Atlantic from Rome, Seven Stars and Seven Stones and One White Tree (that can still be seen in Annapolis) whereas Massachusetts Bay was colonized by Puritans, who smashed out all the stained glass widows aboard the Mayflower, and removed the Holy Rood Screen, so that Massachusetts was therefore helpless before the devils summoned up by desperate Red Indian Medicine Men: to this day, Massachusetts has had a much more severe Vampire infestation problem than Maryland, not to mention the Deep Ones at Innsmouth, Witches in Salem, the Horror at Dunwich and the Joker incarcerated at Arkham.
Something everyone knows about Massachusetts. I mean seriously, look at the facts. Boston College. The Kennedys. The Boston Globe. The Paulists.
And Cthulu obviously has a summerhouse there.
H/T to Zach.