Boston is a city in the state of Massachusetts. It is also the state capital of Massachusetts.
In 'Tis the Fifteenth Season, Bart was playing a video game in a mall which involved him bombing state capitals, of which Boston was one.
Mayor Quimby is implied to be from the Boston area, given his strong Boston accent. In "The Town", it was heavily implied that he hailed from the fictional nearby town of "Quimby, Massachusetts", where everyone was a Mayor Quimby look-a-like.