THE NICKNAMES: The Bay State: Massachusetts is most commonly known as "The Bay State" or "The Old Bay State" in reference to the Cape Cod Bay where early settlements were made and to the Massachusetts Bay Company given a royal charter in 1629 to promote settlement of the new land "from sea to shining sea." The charter of the Massachusetts Bay Company was the foundation of a government for the Massachusetts Bay Colony. _http://www.netstate.com/states/intro/ma_intro_ (http://www.netstate.com/states/intro/ma_intro) .