Massachusetts has been holding presidential primaries since 1912, but Secretary of State William Galvin has told the legislature that the legislature should either increase the appropriation for his office, or else it should pass a bill ending the presidential primary. He suggested the state could use caucuses. See this story from Frontloading HQ, the blog that is the best source of news about the dates of presidential primaries and caucuses.
What was the first party hack State to have Prez primaries — and when ???
If the party hacks are not screwing with other stuff, they love to screw with Prez primaries — keeps them appearing to be busy.