I hate to be the bearer of bad news, Massachusetts friends and neighbors, but it's now official. If you live in the Commonwealth, you're going to need to be a millionaire if you want to retire early. GOBankingRates crunched the cost of living numbers for every state to come up with the results. In fact, there are only two states that placed higher than Massachusetts in the study. Outside of winning BIG in the Massachusetts State Lottery, that's a goal I will NEVER achieve.