Per Handgunlaw.us for the state of MA:
"Definition of Large Capacity Weapon:
A weapon is large capacity if it is a semi-automatic handgun or rifle that is capable of accepting (or readily
modifiable to accept) any detachable large capacity feeding device that holds more than ten rounds, OR if it
is a shotgun capable of accepting more than five shotgun shells, OR if it is an assault weapon."
The Beretta Nano has a standard magazine with a 6 round capacity and an extended magazine with an 8 round capacity.
The next questions are;
1. Can you find one in MA and is priced normally...and
2. What is the point of a pocket gun in a "may issue" state like MA?
Not to look into your intentions; like me, you may live in a "may issue" state, but carry a non-resident CCW license for another state that you frequent often.
Either way, it appears legal to own in MA, and it's a great pocket gun, I own one myself.