I'd never say "I'm from Boston in Massachusetts," but I might say, "I'm from Boston in the US."
Possibly that's because there is no usage like this:
I guess you'd just throw in that "in" if it made your sentence smoother or clearer.
I once heard a remark that only people from Massachusetts refer to their state by its abbreviation. It's perfectly normal for me to say, "I'm from Boston, Mass." But no one ever says, "I'm from Tampa, Fla" or "I'm from San Diego, Cal."
Student or Learner