@Merry Andrew,
It was illegal not just in Massachusetts . . .
In 1560, John Knox wrote:
By contrary Doctrine, we understand whatsoever men, by Laws, Councils, or Constitutions have imposed upon the consciences of men, without the expressed commandment of God's word: such as be vows of chastity, foreswearing of marriage, binding of men and women to several and disguised apparels, to the superstitious observation of fasting days, difference of meat for conscience sake, prayer for the dead; and keeping of holy days of certain Saints commanded by men, such as be all those that the Papists have invented, as the Feasts (as they term them) of Apostles, Martyrs, Virgins, of Christmas, Circumcision, Epiphany, Purification, and other fond feasts of our Lady. Which things, because in God's scriptures they neither have commandment nor assurance, we judge them utterly to be abolished from this Realm; affirming further, that the obstinate maintainers and teachers of such abominations ought not to escape the punishment of the Civil Magistrate."
Subsequently, the Long Parliament passed an act in 1647, to the effect:
"Forasmuch as the feast of the nativity of Christ, Easter, Whitsuntide, and other festivals, commonly called holy-days, have been heretofore superstitiously used and observed; be it ordained, that the said feasts, and all other festivals, commonly called holy-days, be no longer observed as festivals; any law, statute, custom, constitution, or canon, to the contrary in anywise not withstanding."
John Calvin (the source of Scots Presbyterianism and English Puritanism) spoke against "Popish superstitions," but was ambiguous about specifically banning them, probably realizing that he was swimming against the tide. The fundamentalist objection to Christmas and other such holidays is that these are grafts of paganism on christianity, and therefore offensive to their religious tenets.