Boston and Cambridge MA, require them only of working messengers. The state law used to allow cities and towns to require it by local ordinance though. This was under the general laws, chapter 85, section 11A. This was repealed in 2008.
This aside, all cities and towns did have voluntary registration, years ago. The plates were green, oval shaped affairs, with the town name on them. These are now collectables in some corners. The Broadway bicycle school (a shop, actually) has several of these hanging in the window. Check this photo out, and you can see some on the wall, just to the left of the chain rings.