Yes, if the bank has a branch or an ATM in Massachusetts, you can mark the checkbox. However, this rule only applies to the years 2023 and prior. Beginning Jan 1, 2024, this option was revoked, meaning, even if you select the checkbox, the interest will still be taxable in MA. See the link below for additional information.
https://www.mass.gov/info-details/massachusetts-personal-income-tax-exemptions#:~:text=Effective%20f...
