may not be legally possessed (except by law enforcement) in Massachusetts, reports Eric Muller (Is That Legal?). Here's the statute (paragraph break added):

Whoever, other than a police or other law enforcement officer acting in the discharge of his official duties, has in his possession or under his control an infernal machine or a similar instrument, contrivance or device shall be punished by imprisonment in the state prison for not more than ten years or in jail for not more than two and one half years, or by a fine of not more than one thousand dollars, or by both such fine and imprisonment, and the said machine, instrument, contrivance or device shall be forfeited to the commonwealth.

The term "infernal machine", as used in this section, shall include any device for endangering life or doing unusual damage to property, or both, by fire or, explosion, whether or not contrived to ignite or explode automatically and whether or not disguised so as to appear harmless....

New Hampshire has much the same statute; Ohio requires that "Each sheriff or chief of police shall furnish the bureau of criminal identification and investigation with descriptions, fingerprints, photographs, and measurements of ... Persons who are in possession of infernal machines or other contrivances in whole or in part and reasonably believed by the sheriff or chief of police to be intended to be used for unlawful purposes." (Illinois and Oklahoma had similar statutes until 1961 and 1994, respectively.)

The Oxford English Dictionary, by the way, mentions the term with much the same definitions, with several quotes going back to 1769. My search through Gale's Eighteenth Century Collections Online reveals a 1726 reference ("The bombardment of Dieppe[:] The English made use of an infernal machine without any success, as at St. Malo.").