Do a search in your state's statute. A 30 second search on google gives me this:
http://www.malegislature.gov/Laws/GeneralLaws/PartIV/TitleI/Chapter269/Section10
(b) Whoever, except as provided by law,
carries on his person, or carries on his person or under his control in a vehicle, any stiletto, dagger or a device or case which enables a knife with a locking blade to be drawn at a locked position, any ballistic knife, or any knife with a detachable blade capable of being propelled by any mechanism,
dirk knife, any knife having a double-edged blade, or a switch knife, or any knife having an automatic spring release device by which the blade is released from the handle, having a blade of over one and one-half inches, or a slung shot, blowgun, blackjack, metallic knuckles or knuckles of any substance which could be put to the same use with the same or similar effect as metallic knuckles, nunchaku, zoobow, also known as klackers or kung fu sticks, or any similar weapon consisting of two sticks of wood, plastic or metal connected at one end by a length of rope, chain, wire or leather, a shuriken or any similar pointed starlike object intended to injure a person when thrown, or any armband, made with leather which has metallic spikes, points or studs or any similar device made from any other substance or a cestus or similar material weighted with metal or other substance and worn on the hand, or a manrikigusari or similar length of chain having weighted ends; or whoever, when arrested upon a warrant for an alleged crime, or when arrested while committing a breach or disturbance of the public peace, is armed with or has on his person, or has on his person or under his control in a vehicle, a billy or other dangerous weapon other than those herein mentioned and those mentioned in paragraph (a),
shall be punished by imprisonment for not less than two and one-half years nor more than five years in the state prison, or for not less than six months nor more than two and one-half years in a jail or house of correction, except that, if the court finds that the defendant has not been previously convicted of a felony, he may be punished by a fine of not more than fifty dollars or by imprisonment for not more than two and one-half years in a jail or house of correction.
This is not legal advice. But it looks from a very quick reading of their statute, that it is the carry of the dagger that is illegal, not the possession (IE, I think you might be able to have it in your home, but not carry it anywhere, concealed or otherwise). Meaning it looks to me like you can have on in your collection, but can't ever carry it or transport it anywhere. It does not appear to be a prohibition on the ownership. But, that was only the first statute I clicked on, and I don't care to do any more reading on their laws. You can go to the site I linked, and search by word for dagger, and, I would recommend, search for dangerous weapon etc.