Final answer:
Massachusetts is known as the Bay State and the Old Colony State. These nicknames are derived from the historical Massachusetts Bay Colony and the Plymouth Colony which were established in the 17th century.
Step-by-step explanation:
The state that is known by the nicknames Bay State, and Old Colony State is Massachusetts. These nicknames have historical roots. The Massachusetts Bay Colony was established from 1630 to 1691 and was centralized around the Boston area. This colony played a significant role in the early history of America, and because of its geographical characteristics and the Massachusetts Bay around which it was centered, the nickname 'Bay State' emerged.
In 1691, the Province of Massachusetts Bay was formed by merging the Massachusetts Bay Colony, Plymouth Colony, Province of Maine, and other territories, bringing in the 'Old Colony State' nickname because of the incorporation of Plymouth, the first English colony in what is now the United States and often referred to as the 'Old Colony', established by the Mayflower Pilgrims.
Massachusetts' history is deeply intertwined with the founding stories of the United States, and its nicknames reflect its historical importance, with Boston serving as the capital of the colony and a hub for migration and economic activity during the colonial era.