I wonder why Plymouth and Worcester Counties are the most Republican in Massachusetts generally. Plymouth doesn't have the working class areas that Bristol does, but that doesn't explain all of it. If its a wealth thing, then Barnstable and Dukes (Martha's Vineyard) would be more GOP than Plymouth I think.
It is generally a wealth thing, yes -- at least in Plymouth. Worcester County is just plain culturally conservative. If you're looking for a gun-toting, pro-life voter, that's the place to look. (Just don't expect the voter to cast a ballot for local Republicans.)
Still, Massachusetts is changing. Wealth is becoming less and less a predictor of performance. Scott Brown and Mitt Romney alike did well in blue collar (culturally conservative!) old industrial towns, but not quite as well as one'd expect in the wealthiest parts of Metrowest.
It's important to note that the Cape is far more conservative in summer months than in the winter. The people who live there all year round are not unusally wealthy, and there's a very strong GLBT presence there besides.