I think MA can go after him. He was a MA resident looking to buy a handgun in NH and possibly bring it back to MA.
If he never actually -did- it (brought the gun into MA) that'd be
reaching, at a minimum. There are very few cases where someone
can get prosecuted for doing something in one locale
which would be illegal in their "place of residence"
If they were able to prosecute such a case (MA courts) that would
be a disturbing precedent, at a minimum. I know people who
own homes out of state, that have guns and magazines stored
in their vacation homes that would be illegal in MA. Just because
they own them (there) doesn't mean they intend to bring them into
MA. The premise that we should prosecute someone because
they would "possibly" break the law with something is
ludicrous.
This is strictly an issue of federal law, not state. (Although, there
might be some NH RSA's they violated, but NH is pretty quiet about
gun sales, from what I remember. )
-Mike