'Love Food' has once again gone out of their way to research what spot makes the best cheesecake in every state. What Spot in Massachusetts Makes the Best Cheesecake? If you head out east to Massachusetts biggest city, you can find a family-run bakery that has quite the storied history in Boston's North End. That is where you will find the spot that makes the best cheesecake in the state, at Bova's Bakery. Here's what 'Love Food' said about this bakery having the best cheesecake in Massachusetts:Award-winning, family-run Bova's Bakery has been a staple of Boston's historic North End since 1926.