In New Hampshire most fireworks are legal for personal use. In Massachusetts they're utterly banned for personal use. Rhode Island splits the difference and bans fireworks that launch into the air, but allows purchase of "ground effects" like Roman candles, sparklers and firecrackers, etc.
The firearms laws are somewhat more lax south and north of the border too, so naturally some of the first billboards you see crossing the borders are for gunsmiths and (seasonal depending) fireworks shops.
However marijuana is entirely legal in small quantity for personal use in Massachusetts and last I checked, not the other two states so the first ads you see on the way out of Rhode Island are like "Have you tried Cannabis today? You're in the right place..."