New bikes come with exhaust systems with an EPA stamp on them. Some states can write you a ticket for having an exhaust system without the EPA stamp. I don't know of any aftermarket replacement exhaust (full or slip-on mufflers, popular with the cruisers) that have that EPA stamp.
I had heard rumors of Massachusetts going to full inspections on bikes, including checking for EPA exhaust, decible limits, and emissions testing. It's one of the factors that led me to selling my Intruder 1400 (complete with rejetted carbs, Vance&Hines exhaust, and Dyna 3000 ignition module) in favor of my stock '02 LT.
By the way, I haven't regretted the sale.... :-)