When talking MA, or even New England for that matter, there are plenty of aquatic insects to be found.
Anything you find in the water is usually a larval form of a flying insect.
The exceptions would be scuds, leeches, jellyfish (yes we have freshwater jellyfish) and clams and mussels.
These larval forms are mayflies, damsel flies, stone flies, caddis flies, dragon flies, mosquitos, hellgrammites (Dobson Fly).
What's funny is that they all eat something else in the water. Sometimes plankton, sometime other insects.
Also, they have longer lifespans underwater than above water. Some pupate into adult forms that don't have the ability to eat, so they take flight and begin looking for a mate immediately. Mayflies are the first ones to come to mind.
As for using them as ice fishing bait, it would real difficult to collect them through the ice, and keeping them in a tank at home would be futile as they would all be trying to eat each other. ("Survival of the fittest" thing)
I usually stick with shiners and various worms/grubs that can be found in most bait/pet shops.