Massachusetts is loaded with popular supermarket chains: Price Chopper/Market 32, Wegmans, Stop & Shop, Whole Foods, Market Basket, Big Y, and the list goes on.
According to Business Insider, by law shoppers are not legally required to present their receipt but refusing to show it could give the store probable cause to detain you. However, detainment can pose other issues because one Colorado customer sued Walmart for repeatedly refusing to show receipts for the purchases he made that lead to workers to detain him. (Walmart was recently found not liable for false imprisonment of the customer by the way.)