Do I need a license to travel in a plane to another country or state?

I don't know about Mass, but I live in CT and just sent my brother home to Florida with one on my PCP's. He left through Bradley International and TSA only required the gun to be in a lockable container, and unloaded. He placed his pellets and scopes into his luggage and checked that bag. He said TSA swabbed the gun, placed a TSA ticket on it and made him lock it with his locks. Once he arrived back home in West Palm Beach, a baggage handler walked his case out to him, he showed him his claim ticket and he was off. No issues, no gun permit needed. 
 
Make sure to at the very least lower, if not drain the pressure of your air tank that might be the only issue with some of the flight officers besides it will be easier on the PCP
I do not have all the rules but here is my cheat sheet that I use to know what states and or cities I can ship airguns too, or has some type of restriction. This does not mean you cannot have an airgun in that state or city nor that my list may be complete but it is a good guide to know if you need to check further.
  • Air Guns :
  • Delaware: Requires FFL to transfer on all air guns, unless the gun is strictly a BB gun (meaningit cannot fire pellets)
  • Illinois (Other than Chicago): Any air gun shooting a projectile over .18” or any air gunshooting 700 fps (feet per second) or greater must go to FFL dealer
  • Chicago, IL: Cannot Ship
  • New Jersey: Requires FFL to transfer on all air guns (Note: Air rifles with suppressors cannotbe shipped to New Jersey)
  • New York City, NY (Including Manhattan, Brooklyn, Bronx, Queens, Staten Island):Cannot Ship
  • North Dakota: Requires FFL to transfer on all air guns (air guns considered as dangerous weapons)
  • Pennsylvania:Philadelphia, PA: Cannot ship
  • Rhode Island: Requires FFL to transfer all air gun
  • Tennessee:Johnson City, TN: Cannot ship
  • Washington D.C.: Cannot ship
 
A few of the Field target and BR guys ship their guns to someone they know or the motel/hotel they are staying in advance. If you are shipping by air or taking a PCP on a plane some of the air needs to be removed. At altitude air expands.

As an example if your gun holds 3000 psi you should bring it down to 1200 psi or less before boxing it up. If you plan on taking a fill station/tank by plane remove all the air and ship it with the valve off the tank.