I just got a Job in New Hampshire, the company I work for is based in Massachusetts this company is telling me they have to with hold mass taxes. That does not seem correct to me. So, my question is do I have to have Mass taxes withheld?

Yes, you must have Massachusetts taxes withheld.

EDIT: The above assumes you're a Massachusetts resident.

Even if you live in Massachusetts and are employed in New Hampshire, the state of Massachusetts will still take your money. I think this is completely backwards, the state should tax the employer, not the employee.

We don't call it Taxachusetts for nothing.

Your employer is WRONG.

Taxation of salary is based on where you LIVE and where you WORK.

You state in your post that you work in New Hampshire. If you live there as well, then you have NO withholding requirement.

Unless you live there, Massachusetts has NO LEGAL STANDING to tax your income. If your employer does not believe you, have them call the Massachsuetts Tax Department and ASK!

Unless you live there, Massachusetts has NO LEGAL STANDING to tax your income. If your employer does not believe you, have them call the Massachsuetts Tax Department and ASK!
Ya that's a good point. I was going on the assumption you (cmgriffin) lived in Massachusetts.

I am not a Massachusetts resident. I live and work in New Hampshire the company that hired me is based in Massachusetts. Why would they take taxes from my pay?

You are probably one of a few employees who are "satellite" workers; everyone else in the company works and live in Massachusetts, so they want to treat you the same way.

Do NOT let them! The rules on this matter are very clear.