As miss_chance has noticed, it's not like Vermont needed a sign. Instead, immediately upon crossing the border, one is presented with a spectacular vista. What could any sign add to that? I hear that outdoor billboard advertising in illegal in Vermont, which makes utter sense as a way to protect the most valuable state asset.
Instead of a vista, we knew we were in Massachusetts when the quality of the pavement took a sudden lurch for the worse. Where Vermont, in aroraborealis' words, says "we don't need no stinkin' welcome signs", Massachusetts says "yeah fuck you, you're in Massachusetts".