I worked on a sailing school vessel in the caribbean. The company owning the vessel is based in Massachusetts. Do I count this as working in MA, paying MA state taxes?

I disagree with those responses. Unless you were physically present in MA while working (or are a resident of MA), your wages are not Massachusetts-source income and are not taxable by MA.

Please see @linear's response below.

My experience is that If you were an employee, And your employer withheld MA state income taxes, then yes. If you were a contractor, Or your employer did not withhold MA income taxes, then you would file "from" your state of residence. [I am not a tax professional]